Forecasting Dynamic Time Series in the Presence of Deterministic Components
Year of publication: |
1999-07-15
|
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Authors: | Ng, Serena ; Vogelsang, Timothy |
Institutions: | Department of Economics, Boston College |
Subject: | forecasting | trends | unit root | GLS detrending |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Boston College Working Papers in Economics Number 445 22 pages |
Classification: | C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling |
Source: |
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Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
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