Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena and Vogelsang, Timothy J
Forecasting autoregressive time series in the presence of deterministic components J5039 2002 - 2002 - 196-224 V. 05 Issue. 1
Econometrics
Forecasting trends;Unit root;GLS estimation;
Forecasting autoregressive time series in the presence of deterministic components J5039 2002 - 2002 - 196-224 V. 05 Issue. 1
Econometrics
Forecasting trends;Unit root;GLS estimation;