Unit Root Tests Are Useful for Selecting Forecasting Models
收藏NBER1999-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6928
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资源简介：
We study the usefulness of root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied forecasters
提供机构：
美国国家经济研究局
创建时间：
1999-02-01
