Unit roots in the Nelson-Plosser data: do they matter for forecasting?

Philip Hans Franses, FR (Frank) Kleibergen

Research output: Contribution to journal › Article › Academic › peer-review

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Original language	Undefined/Unknown
Pages (from-to)	283-288
Number of pages	6
Journal	International Journal of Forecasting
Volume	12
DOIs	https://doi.org/10.1016/0169-2070(95)00629-X
Publication status	Published - 1996

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@article{342b47d71e2f4e28be58234b0d785d67,

title = "Unit roots in the Nelson-Plosser data: do they matter for forecasting?",

author = "Franses, {Philip Hans} and Kleibergen, {FR (Frank)}",

year = "1996",

doi = "10.1016/0169-2070(95)00629-X",

language = "Undefined/Unknown",

volume = "12",

pages = "283--288",

journal = "International Journal of Forecasting",