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Merging short-and long-run forecasts

Published:1989-01 Issue:1 Volume:40 Page:45-62
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Engle R.F.,Granger C.W.J.,Hallman J.J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference7 articles.

1. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Annals of Statistics,1988

2. Cointegration and error correction: Representation, estimation, and testing;Engle;Econometrica,1987

3. Introduction to statistical time series;Fuller,1976

4. Development in the study of co-integrated economic variables;Granger;Oxford Bulletin of Economics and Statistics,1986

5. Developments in short run forecasting: A comparison of monthly forecasting of commercial electricity sales;Pastuszek,1985

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