Unit-root tests are useful for selecting forecasting models

Journal of Business and Economic Statistics

Volumn 18, Issue 3, 2000, Pages 265-273

  Diebold, Francis X ^a,b,c   Kilian, Lutz ^d,e  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^d UNIVERSITY OF MICHIGAN   (United States)

^e Centre for Economic Policy Research   (United States)

Author keywords

Model selection; Prediction; Pretest

Indexed keywords

EID: 0034373722     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524869     Document Type: Article

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