Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root

A.N. Banerjee

Research output: Working paperDiscussion paperOther research output

Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages30
Volume1997-88
Publication statusPublished - 1997

Publication series

NameCentER Discussion Paper
Volume1997-88

Keywords

  • time series
  • unit root
  • forecasting
  • sensitivity analysis

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