FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1).
| Year of publication: |
1990
|
|---|---|
| Authors: | MAGNUS, J.R. ; PESARAN, B. |
| Institutions: | CentER for Economic Research, Universiteit van Tilburg |
| Subject: | forecasting methods | econometrics | economic models | time series |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 20 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005775428