Forecasting autoregressive time series in the presence of deterministic components

DOI10.1111/1368-423X.t01-1-00081zbMath1010.91083OpenAlexW1980207756MaRDI QIDQ4551780

Serena Ng, Timothy J. Vogelsang

Publication date: 20 May 2003

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.t01-1-00081

zbMATH Keywords

unit rootforecastingtrendsGLS estimation

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Forecasting Levels in Loglinear Unit Root Models

Cites Work

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