Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.
Volume (Year): 20 (2001)
Issue (Month): 3 (April)
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Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966
Other versions of this item:
- Banerjee, A.N., 1997. "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper 1997-88, Tilburg University, Center for Economic Research.
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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- Parantap Basu, 2006. " Understanding Labour Market Frictions: A Tobin’s Q Approach," CDMA Conference Paper Series 0601, Centre for Dynamic Macroeconomic Analysis.
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