Nonlinearity, nonstationarity, and spurious forecasts

Vadim Marmer ()

Journal of Econometrics, 2008, vol. 142, issue 1, 1-27

Date: 2008
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Citations: View citations in EconPapers (12)

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Related works:
Working Paper: Nonlinearity, Nonstationarity, and Spurious Forecasts (2009)
Working Paper: Nonlinearity, Nonstationarity and Spurious Forecasts (2005)
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