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

Authors :
Banerjee, A.N.
Publication Year :
1997

Subjects

Subjects :
time series
unit root
forecasting
sensitivity analysis
jel:C20
jel:C53
ComputingMilieux_LEGALASPECTSOFCOMPUTING
jel:C13
jel:C22

Details

Database :
OpenAIRE
Accession number :
edsair.od.......645..33694c92f24ffb7422e303d83e48a643

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Authors Abstract Subjects Details