Detection of regime switches between stationary and nonstationary processes and economc forecasting
Kosei Fukuda
| Year of publication: |
2005
|
|---|---|
| Authors: | Fukuda, Kosei |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 4, p. 255-267
|
| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Prognoseverfahren | Forecasting model | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003007229