A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory.
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"A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory." — Clive Granger
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A potentially useful property of forecasts based on cointegration is that when extended some w…
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A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory. — Clive Granger
About Clive Granger
Clive Granger was a Economist from United Kingdom (1934–2009).
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Who said "A potentially useful property of forecasts based on cointegration is that when…"?
This quote is attributed to Clive Granger, a Economist from United Kingdom.
When did Clive Granger live?
Clive Granger lived from 1934 – 2009.