Forecasting the stationary AR(1) with an almost unit root

Applied Economics Letters

Volumn 13, Issue 12, 2006, Pages 789-793

  Halkos, George E ^a   Kevork, Ilias S ^a  

^a UNIVERSITY OF THESSALY   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMETRICS; FORECASTING METHOD; NUMERICAL METHOD; NUMERICAL MODEL; PROBABILITY; RANDOM WALK METHOD; TIME SERIES ANALYSIS;

EID: 33749471981     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500407491     Document Type: Article

References (12)

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4. Fuller, WA.(1996) Introduction to Statistical Time Series, 2nd edn. New York: Wiley.
5. Halkos, GE and Kevork, IS. (2005) A comparison of alternative unit root tests Journal of Applied Statistics, 32, pp. 45-60.
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12. Shin, DW and Sarkar, S. (1996) Testing for a unit root in an AR(1) time series using irregularly observed data Journal of Time Series Analysis, 17, pp. 309-21.