Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting

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@article{990ab429e854442b82d2f429e50f14f1,

title = "Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting",

author = "Nielsen, {Heino Bohn} and Frederique Bec",

year = "2024",

doi = "https://doi.org/10.1002/for.3172",

language = "English",

volume = "43",

pages = "3074--3088",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "JohnWiley & Sons Ltd",

number = "8",

}

TY - JOUR

T1 - Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting

AU - Nielsen, Heino Bohn

AU - Bec, Frederique

PY - 2024

Y1 - 2024

U2 - https://doi.org/10.1002/for.3172

DO - https://doi.org/10.1002/for.3172

M3 - Journal article

VL - 43

SP - 3074

EP - 3088

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

IS - 8

ER -