Open AccessUnit Root Tests Are Useful for Selecting Forecasting Models
Author(s) -
Francis X. Diebold,
Lutz Kilian
Publication year - 1999
Language(s) - English
Resource type - Reports
DOI - 10.3386/w6928
Subject(s) - unit root , unit (ring theory) , root (linguistics) , computer science , econometrics , statistics , mathematics , mathematics education , philosophy , linguistics