Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root
| Year of publication: |
1997
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|---|---|
| Authors: | Banerjee, A.N. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | time series | unit root | forecasting | sensitivity analysis |
| 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 1997-88 |
| Classification: | C20 - Econometric Methods: Single Equation Models. General ; C13 - Estimation ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10011091715