Cointegration and long-horizon forecasting
By: Peter F. Christoffersen, Francis X. Diebold.
Contributors: Diebold, Francis X.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.97-14; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.97-14.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1997
Place of publication: Philadelphia
Language: eng