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Error correction model / Cointegration / Vector autoregression / Mohammad Hashem Pesaran / Economic model / Macroeconomic model / Normal distribution / Statistics / Econometrics / Time series analysis
Date: 2012-11-09 14:20:11
Error correction model
Cointegration
Vector autoregression
Mohammad Hashem Pesaran
Economic model
Macroeconomic model
Normal distribution
Statistics
Econometrics
Time series analysis

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting

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