On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes

B-Tier

Journal: International Journal of Forecasting

Year: 1992

Volume: 7

Issue: 4

Pages: 501-513

Authors (2)

de Gooijer, Jan G. (Universiteit van Amsterdam) Klein, Andre (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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