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ArticleAveraging estimators for autoregressions with a near unit root

Bruce E. Hansen2010

Article2010

Averaging estimators for autoregressions with a near unit root

Bruce E. Hansen

81 citations·0/0 files stored·Journal of Econometrics

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical Methods and Inference

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1969The Combination of Forecasts 1989Combining forecasts: A review and annotated bibliography

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Year2010

Typearticle

Published2010-03-15

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations81

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.jeconom.2010.03.022

openalex_workW1976552002

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