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

A.N. Banerjee

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{435fc0efb74c4bfc9787fcc7dc05b282,

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",

}