Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)
| Year of publication: |
1990
|
|---|---|
| Authors: | Magnus, Jan R. ; Pesaran, B. |
| Institutions: | Tilburg University, Center for Economic Research |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1990-2 |
| Source: |
Persistent link: https://www.econbiz.de/10011091025