Unit roots in the Nelson-Plosser data : do they matter for forecasting?
Year of publication: |
1996
|
---|---|
Authors: | Franses, Philip Hans |
Other Persons: | Kleibergen, Frank (contributor) |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 12.1996, 2, p. 283-288
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory |
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