Forecasting autoregressive time series in the presence of deterministic components
Year of publication: |
2002
|
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Authors: | Ng, Serena ; Vogelsang, Timothy J. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 5.2002, 1, p. 196-224
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Prognoseverfahren | Forecasting model | Theorie | Theory | Autokorrelation | Autocorrelation |
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