Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1)

Jan Magnus () and B. Pesaran

No 1990-2, Discussion Paper from Tilburg University, Center for Economic Research

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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