Department of Economics and Business Economics

Forecasting daily political opinion polls using the fractionally cointegrated vector auto-regressive model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
JournalJournal of the Royal Statistical Society. Series A: Statistics in Society
Volume181
Issue number1
Pages (from-to)3-33
Number of pages31
ISSN0964-1998
DOIs
StatePublished - 1 Jan 2018

    Research areas

  • Forecasting, Fractional cointegration, Opinion poll data, Vector auto-regressive model

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