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

• Autor Principal: Lazim, Mohd Alias (Author)
• Formato: Libro
• Publicado: Faculty of Information Technology and Quantitative Sciences, 1997.
• Subjects: Article; PeerReviewed
• Acceso en liña: 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...