Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting. / Nielsen, Heino Bohn; Bec, Frederique.
In: Journal of Forecasting, 2024.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Nielsen, HB & Bec, F 2024, 'Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting', Journal of Forecasting.
APA
Nielsen, H. B., & Bec, F. (Accepted/In press). Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting. Journal of Forecasting.
Vancouver
Nielsen HB, Bec F. Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting. Journal of Forecasting. 2024.
Author
Bibtex
@article{990ab429e854442b82d2f429e50f14f1,
title = "Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting",
author = "Nielsen, {Heino Bohn} and Frederique Bec",
year = "2024",
language = "English",
journal = "Journal of Forecasting",
issn = "0277-6693",
publisher = "JohnWiley & Sons Ltd",
}
RIS
TY - JOUR
T1 - Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting
AU - Nielsen, Heino Bohn
AU - Bec, Frederique
PY - 2024
Y1 - 2024
M3 - Journal article
JO - Journal of Forecasting
JF - Journal of Forecasting
SN - 0277-6693
ER -
ID: 397386412