Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting
- 31 January 1989
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 40 (1), 45-62
- https://doi.org/10.1016/0304-4076(89)90029-8
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Limiting Distributions of Least Squares Estimates of Unstable Autoregressive ProcessesThe Annals of Statistics, 1988
- Asymptotic Properties of Least Squares Estimators of Cointegrating VectorsEconometrica, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLESOxford Bulletin of Economics and Statistics, 1986