Predictors for the first-order autoregressive process
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 13 (1980)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/jeconom
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- Banerjee, A.N., 1997. "The Sensitivity of Estimates, Inferences and Forecasts of Linear Models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74329, Tilburg University.
- Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1)," Discussion Paper 1990-2, Tilburg University, Center for Economic Research.
- Grillenzoni, Carlo, 1998. "Forecasting unstable and nonstationary time series," International Journal of Forecasting, Elsevier, vol. 14(4), pages 469-482, December.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
- Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.
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