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.