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Forecasting using the trend model with autoregressive errors

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  • Falk, Barry
  • Roy, Anindya

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  • Falk, Barry & Roy, Anindya, 2005. "Forecasting using the trend model with autoregressive errors," International Journal of Forecasting, Elsevier, vol. 21(2), pages 291-302.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:291-302
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    References listed on IDEAS

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    1. Kim, Jae H., 2003. "Forecasting autoregressive time series with bias-corrected parameter estimators," International Journal of Forecasting, Elsevier, vol. 19(3), pages 493-502.
    2. Eugene Canjels & Mark W. Watson, 1997. "Estimating Deterministic Trends In The Presence Of Serially Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 184-200, May.
    3. Andrews, Donald W K & Chen, Hong-Yuan, 1994. "Approximately Median-Unbiased Estimation of Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 187-204, April.
    4. Roy, Anindya & Fuller, Wayne A, 2001. "Estimation for Autoregressive Time Series with a Root Near 1," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 482-493, October.
    5. Serena Ng & Timothy J. Vogelsang, 2002. "Forecasting autoregressive time series in the presence of deterministic components," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 196-224, June.
    6. Andrews, Donald W K, 1993. "Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models," Econometrica, Econometric Society, vol. 61(1), pages 139-165, January.
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    Cited by:

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    2. HARA, Naoko & YAMAMOTO, Yohei, 2024. "Testing and Quantifying Economic Resilience," Discussion paper series HIAS-E-142, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.

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