Forecasting in cointegrated systems
By: Michael P. Clements and David F. Hendry.
Contributors: Hendry, David F.
Series: Applied Economics discussion paper series / Oxford University Institute of Economics and Statistics -- no.139; Applied Economics discussion paper (Oxford University, Institute of Economics and Statistics) -- no.139.
Publisher: Oxford University, Institute of Economics and Statistics
Published: 1992
Place of publication: Oxford
Language: eng