Forecasting with difference-stationary and trend-stationary models

Author:

Larsson Rolf1,Clements Michael P.2,Hendry David F.2

Affiliation:

1. Department of Statistics, Stockholm University, 106 91 Stockholm, Sweden

2. Department of Economic Statistics, Stockholm School of Economics, P.O. Box 6501, SE-113 83 Stockholm, Sweden

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

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