Detection of regime switches between stationary and nonstationary processes and economc forecasting
Year of publication: |
2005
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 4, p. 255-267
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Prognoseverfahren | Forecasting model | Theorie | Theory | Autokorrelation | Autocorrelation |
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