Sensitivity of univariate AR(1) timeseries forecasts near the unit root

A.N. Banerjee

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)203-229
Number of pages26
JournalJournal of Forecasting
Volume20
Issue number3
Publication statusPublished - 2002

Cite this

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title = "Sensitivity of univariate AR(1) timeseries forecasts near the unit root",
author = "A.N. Banerjee",
note = "DP 9788 Pagination: 26",
year = "2002",
language = "English",
volume = "20",
pages = "203--229",
journal = "Journal of Forecasting",
issn = "0277-6693",
publisher = "John Wiley and Sons Ltd",
number = "3",

}

Sensitivity of univariate AR(1) timeseries forecasts near the unit root. / Banerjee, A.N.

In: Journal of Forecasting, Vol. 20, No. 3, 2002, p. 203-229.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Sensitivity of univariate AR(1) timeseries forecasts near the unit root

AU - Banerjee, A.N.

N1 - DP 9788 Pagination: 26

PY - 2002

Y1 - 2002

M3 - Article

VL - 20

SP - 203

EP - 229

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

IS - 3

ER -