A comparison of the forecasting ability of ECM and VAR models

LeSage, James P. . The Review of Economics and Statistics 1990. 72 :664-671

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Bibtex

@article{CIS-95572,
  Author = {LeSage, James P.},
  Title = {A comparison of the forecasting ability of ECM and VAR models},
  Journal = {The Review of Economics and Statistics},
  Volume = {72},
  Year = {1990},
  Pages = {664--671},
  Keywords = {Autoregressive process}
}

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