Banerjee, Anurag N. (2001) Sensitivity of univariate AR(1) time-series forecasts near the unit root. Journal of Forecasting, 20 (3), 203-229. (doi:10.1002/1099-131X(200104)20:3<203::AID-FOR766>3.0.CO;2-D).
Record type:
Article
This record has no associated files available for download.
More information
Published date: 2001
Keywords:
unit root, forecasting, univariate time series, sensitivity
Identifiers
Local EPrints ID: 32927
URI: http://eprints.soton.ac.uk/id/eprint/32927
ISSN: 0277-6693
PURE UUID: ac66a4e2-f6cd-4e8a-8780-67a1d3c26a88
Catalogue record
Date deposited: 15 May 2006
Last modified: 15 Mar 2024 07:40
Export record
Altmetrics
Contributors
Author:
Anurag N. Banerjee
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.