Open AccessModeling and forecasting a firm’s financial statements with a VAR – VECM model
Author(s) -
Otavio De Medeiros,
Bernardus Van Doornik,
Gustavo de Oliveira
Publication year - 2011
Publication title -
brazilian business review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.176
H-Index - 4
ISSN - 1808-2386
DOI - 10.15728/bbr.2011.8.3.2
Subject(s) - econometrics , economics , cointegration , vector autoregression , variance decomposition of forecast errors , financial ratio , error correction model , financial economics , finance
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