Forecasting with Difference-Stationary and Trend-Stationary Models.

Although difference-stationary (DS) and trend-stationary (TS) processes have been subject to considerable analysis, there are no direct comparisons for each being the data-generation process (DGP). We examine incorrect choice between these models for forecasting for both known and estimated paramete...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Clements, M, Hendry, D
Μορφή: Journal article
Γλώσσα:English
Έκδοση: Blackwell Publishers Ltd 2001