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Sensitivity of univariate AR(1) time-series forecasts near the unit root

✍ Scribed by Anurag N Banerjee

Book ID: 101354649
Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 204 KB
Volume: 20
Category: Article
ISSN: 0277-6693
DOI: 10.1002/1099-131x(200104)20:3<203::aid-for766>3.0.co;2-d

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