Forecasting, misspecification and unit roots

The case of Ar(1) versus ARMA(1,1)

J.R. Magnus, B. Pesaran

Research output: Working paperDiscussion paperOther research output

215 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages20
Volume1990-2
Publication statusPublished - 1990

Publication series

NameCentER Discussion Paper
Volume1990-2

Cite this

Magnus, J. R., & Pesaran, B. (1990). Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1). (CentER Discussion Paper; Vol. 1990-2). Unknown Publisher.
Magnus, J.R. ; Pesaran, B. / Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1). Unknown Publisher, 1990. (CentER Discussion Paper).
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Magnus, JR & Pesaran, B 1990 'Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1)' CentER Discussion Paper, vol. 1990-2, Unknown Publisher.

Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1). / Magnus, J.R.; Pesaran, B.

Unknown Publisher, 1990. (CentER Discussion Paper; Vol. 1990-2).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Forecasting, misspecification and unit roots

T2 - The case of Ar(1) versus ARMA(1,1)

AU - Magnus, J.R.

AU - Pesaran, B.

N1 - Pagination: 20

PY - 1990

Y1 - 1990

M3 - Discussion paper

VL - 1990-2

T3 - CentER Discussion Paper

BT - Forecasting, misspecification and unit roots

PB - Unknown Publisher

ER -

Magnus JR, Pesaran B. Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1). Unknown Publisher. 1990. (CentER Discussion Paper).