Estimating VAR models under non-stationarity and cointegration: alternative approaches for forecasting cattle prices
- 1 February 1992
- journal article
- Published by Taylor & Francis in Applied Economics
- Vol. 24 (2) , 207-217
- https://doi.org/10.1080/00036849200000119
Abstract
No abstract availableThis publication has 22 references indexed in Scilit:
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