Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim

• मुख्य लेखक: Lazim, Mohd Alias (लेखक)
• स्वरूप: पुस्तक
• प्रकाशित: Faculty of Information Technology and Quantitative Sciences, 1997.
• विषय: Article; PeerReviewed
• ऑनलाइन पहुंच: Link Metadata

Over the last decade the concept of stationarity has occupied the mind of many econometricians. This new understanding of time series data has led many to rethink the procedure of forecasting modelling on the evidence that models that seem to fit well are not necessarily well specified. Hence, in ma...