Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim

Over the last decade the concept of stationarity has occupied the mind of many econometricians. This new understanding of time series data has led many to rethink the procedure of forecasting modelling on the evidence that models that seem to fit well are not necessarily well specified. Hence, in m...

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Bibliographic Details
Main Author: Lazim, Mohd Alias
Format: Article
Language:English
Published: Faculty of Information Technology and Quantitative Sciences 1997
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/11815/1/AJ_MOHD%20ALIAS%20LAZIM%20TMSK%2097.pdf
http://ir.uitm.edu.my/id/eprint/11815/
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