Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting

A-Tier

Journal: Journal of Econometrics

Year: 1989

Volume: 40

Issue: 1

Pages: 45-62

Authors (3)

Engle, R. F. (New York University (NYU)) Granger, C. W. J. Hallman, J. J. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count