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Testing in unobserved components models
Harvey, Andrew C. - In: Journal of forecasting 20 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
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The local quadratic trend model
Harvey, Andrew C. - In: Journal of forecasting 29 (2010) 1/2, pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Preliminary data and econometric forecasting : an application with the Bank of Italy quarterly model
Busetti, Fabio - In: Journal of forecasting 25 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003268431
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Testing for (Common) Stochastic Trends in the Presence of Structural Breaks
Busetti, F. - In: Journal of forecasting 21 (2002) 2, pp. 81-106
Persistent link: https://www.econbiz.de/10006896690
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Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
Busetti, Fabio - In: Journal of forecasting 25 (2006) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10006872550
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Testing in Unobserved Components Models
Harvey, A. - In: Journal of forecasting 20 (2001) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10006903900
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The local quadratic trend model
Harvey, Andrew - In: Journal of forecasting 29 (2010) 1, pp. 94-109
Persistent link: https://www.econbiz.de/10008386643