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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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书目详细资料
主要作者:	Lazim, Mohd Alias
格式:	Article
语言:	English
出版:	Faculty of Information Technology and Quantitative Sciences 1997
主题:	Mathematical economics. Quantitative methods
在线阅读:	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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