Work

Cointegration and Long-Horizon Forecasting

Year: 1998

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.2307/1392613

Authors: Peter F. Christoffersen, Francis X. Diebold

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Alfred P. Sloan Foundation, University of Pennsylvania

OpenAlex ID: W4300722221

FWCI: 0.614

Cites: 11

Cited by: 46

Related to: 10