Clive Granger

A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory.
A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory.
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This is a quote by Clive Granger. He is an British author that was born on September 4, 1934. He died on May 27, 2009.