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...
| Egile Nagusiak: | , |
|---|---|
| Formatua: | Journal article |
| Hizkuntza: | English |
| Argitaratua: |
Blackwell Publishers Ltd
2001
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