Forecasting using the trend model with autoregressive errors
Year of publication: |
2005
|
---|---|
Authors: | Falk, Barry ; Roy, Anindya |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 21.2005, 2, p. 291-302
|
Subject: | Prognoseverfahren | Forecasting model | Einheitswurzeltest | Unit root test | Systematischer Fehler | Bias | Autokorrelation | Autocorrelation |
-
Bias Correction in Autoregressive Roots
Qureshi, Hammad, (2021)
-
Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei, (2005)
-
A new test on asset return predictability with structural breaks
Cai, Zongwu, (2022)
- More ...
-
Forecasting using the trend model with autoregressive errors
Falk, Barry, (2005)
-
Theory and Methods - Testing for Trend in the Presence of Autoregressive Error
Roy, Anindya, (2004)
-
Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
Falk, Barry, (2006)
- More ...