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Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root

Anurag Banerjee ()

Journal of Forecasting, 2001, vol. 20, issue 3, pages 203-29

Date: 2001
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Journal of Forecasting is edited by Derek W. Bunn

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Handle: RePEc:jof:jforec:v:20:y:2001:i:3:p:203-29