FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1)

Jan Magnus () and B. Pesaran

Working Papers from Tilburg - Center for Economic Research

Keywords: forecasting methods; econometrics; economic models; time series (search for similar items in EconPapers)
Pages: 20 pages
Date: 1990
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Working Paper: Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) (1990)
Working Paper: Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) (1990)
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