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~isPartOf:"Journal of forecasting"
~person:"Banerjee, Anurag Narayan"
~person:"Turner, John L."
~subject:"Time series analysis"
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Banerjee, Anurag Narayan
Turner, John L.
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Journal of forecasting
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Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)
Turner, John L.
- In:
Journal of forecasting
23
(
2004
)
7
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pp. 513-539
Persistent link: https://www.econbiz.de/10002431283
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
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