The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time‐series models
- 1 January 1991
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 6 (1) , 67-76
- https://doi.org/10.1002/jae.3950060106
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- Properties of Predictors for Autoregressive Time SeriesJournal of the American Statistical Association, 1981