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

A.N. Banerjee

Research output: Working paperDiscussion paperOther research output

212 Downloads (Pure)
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

Cite this

Banerjee, A. N. (1997). Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root. (CentER Discussion Paper; Vol. 1997-88). Tilburg: Econometrics.
Banerjee, A.N. / Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root. Tilburg : Econometrics, 1997. (CentER Discussion Paper).
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year = "1997",
language = "English",
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series = "CentER Discussion Paper",
publisher = "Econometrics",
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Banerjee, AN 1997 'Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root' CentER Discussion Paper, vol. 1997-88, Econometrics, Tilburg.

Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root. / Banerjee, A.N.

Tilburg : Econometrics, 1997. (CentER Discussion Paper; Vol. 1997-88).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root

AU - Banerjee, A.N.

N1 - Pagination: 30

PY - 1997

Y1 - 1997

KW - time series

KW - unit root

KW - forecasting

KW - sensitivity analysis

M3 - Discussion paper

VL - 1997-88

T3 - CentER Discussion Paper

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

PB - Econometrics

CY - Tilburg

ER -

Banerjee AN. Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root. Tilburg: Econometrics. 1997. (CentER Discussion Paper).