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Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System.

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Bibliographic Details
Title: Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System.
Authors: Kim, Yun-Yeong1 (AUTHOR) yunyeongkim@dankook.ac.kr
Source: Studies in Nonlinear Dynamics & Econometrics. Apr2026, Vol. 30 Issue 2, p265-294. 30p.
Database: Business Source Ultimate
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ISSN:10811826
DOI:10.1515/snde-2024-0107