Unit root tests are useful for selecting forecasting models
Francis X. Diebold; Lutz Kilian
| Year of publication: |
1999
|
|---|---|
| Authors: | Diebold, Francis X. ; Kilian, Lutz |
| Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
| Subject: | Prognoseverfahren | Forecasting model | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | 21, [7] S graph. Darst |
|---|---|
| Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 6928 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 21 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
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