COMBINING COMPETING FORECASTS OF INFLATION USING A BIVARIATE ARCH MODEL

被引：78

作者：

ENGLE, RF ^{[1
]}

GRANGER, CWJ ^{[1
]}

KRAFT, D ^{[1
]}

机构：

[1] DATA RESOURCES INC,LEXINGTON,MA 02173

来源：

JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 1984年 / 8卷 / 02期

关键词：

D O I：

10.1016/0165-1889(84)90031-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：151 / 165

页数：15

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[9]

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