EconPapers    
Economics at your fingertips  
 

Modeling Compositional Time Series with Vector Autoregressive Models

Petra Kynčlová, Peter Filzmoser and Karel Hron

Journal of Forecasting, 2015, vol. 34, issue 4, 303-314

Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://hdl.handle.net/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:34:y:2015:i:4:p:303-314

Access Statistics for this article

Journal of Forecasting is currently edited by Derek W. Bunn

More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-20
Handle: RePEc:wly:jforec:v:34:y:2015:i:4:p:303-314