Nonlinearity, nonstationarity, and spurious forecasts

Journal of Econometrics

Volumn 142, Issue 1, 2008, Pages 1-27

  Marmer, Vadim ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Forecasting; Integrated time series; Misspecified models; Nonlinear transformations; Stock returns

Indexed keywords

FORECASTING; FUNCTION EVALUATION; INTEGRAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS; REGRESSION ANALYSIS;

INTEGRATED TIME SERIES; MISSPECIFIED MODELS; NONLINEAR TRANSFORMATIONS; STOCK RETURNS;

CONTROL NONLINEARITIES;

EID: 36148964357     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.03.002     Document Type: Article

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