Essays on forecasting cointegrated data /

Since Engle and Granger (1987) first introduced the concept of cointegration, researchers have proposed numerous methods of its estimation. However, there is some evidence that cointegration does not always provide an improvement over an unrestricted vector autoregression (VAR) model. To date, most...

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Bibliographic Details

Main Author:	Chaisantikulawat, Thanapat, 1959-
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1995.
Subjects:	Major agricultural economics.
Online Access:	Link to OAKTrust copy http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=742712061&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD