Department of Economics and Business Economics

Long-run forecasting in multi-cointegrated systems

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

Standard

Long-run forecasting in multi-cointegrated systems. / Siliverstovs, B.; Haldrup, N.; Engsted, T.

In: Journal of Forecasting, Vol. 23, 2004, p. 315-335.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

Harvard

Siliverstovs, B, Haldrup, N & Engsted, T 2004, 'Long-run forecasting in multi-cointegrated systems', Journal of Forecasting, vol. 23, pp. 315-335.

APA

Siliverstovs, B., Haldrup, N., & Engsted, T. (2004). Long-run forecasting in multi-cointegrated systems. Journal of Forecasting, 23, 315-335.

CBE

Siliverstovs B, Haldrup N, Engsted T. 2004. Long-run forecasting in multi-cointegrated systems. Journal of Forecasting. 23:315-335.

MLA

Siliverstovs, B., N. Haldrup and T. Engsted. "Long-run forecasting in multi-cointegrated systems". Journal of Forecasting. 2004, 23. 315-335.

Vancouver

Siliverstovs B, Haldrup N, Engsted T. Long-run forecasting in multi-cointegrated systems. Journal of Forecasting. 2004;23:315-335.

Author

Siliverstovs, B. ; Haldrup, N. ; Engsted, T. / Long-run forecasting in multi-cointegrated systems. In: Journal of Forecasting. 2004 ; Vol. 23. pp. 315-335.

Bibtex

@article{1f40f7009fe511dbbee902004c4f4f50,
title = "Long-run forecasting in multi-cointegrated systems",
author = "B. Siliverstovs and N. Haldrup and T. Engsted",
year = "2004",
language = "English",
volume = "23",
pages = "315--335",
journal = "Journal of Forecasting",
issn = "0277-6693",
publisher = "JohnWiley & Sons Ltd.",

}

RIS

TY - JOUR

T1 - Long-run forecasting in multi-cointegrated systems

AU - Siliverstovs, B.

AU - Haldrup, N.

AU - Engsted, T.

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 23

SP - 315

EP - 335

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

ER -