A study on misspecified nonstationary autoregressive time series with a unit root (Q4367889)
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scientific article; zbMATH DE number 1093210
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A study on misspecified nonstationary autoregressive time series with a unit root |
scientific article; zbMATH DE number 1093210 |
Statements
A study on misspecified nonstationary autoregressive time series with a unit root (English)
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5 March 1998
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overdifferencing
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unit root
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prediction mean squared error
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misspecification
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nonstationary autoregressive time series
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0.8429462909698486
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0.8234842419624329
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0.8026504516601562
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