Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
| Year of publication: |
1996
|
|---|---|
| Authors: | Franses, Philip Hans ; Kleibergen, Frank |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 12.1996, 2, p. 283-288
|
| Publisher: |
Elsevier |