Forecast performance of noncausal autoregressions and the importance of unit root pretesting
Frédérique Bec, Heino Bohn Nielsen
| Year of publication: |
2024
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|---|---|
| Authors: | Bec, Frédérique ; Bohn Nielsen, Heino |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 8, p. 3072-3088
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| Subject: | forecasting | mixed causal-noncausal autoregressions | unit root pretest | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110600