Matches in SemOpenAlex for { <https://semopenalex.org/work/W3021281210> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3021281210 endingPage "273" @default.
- W3021281210 startingPage "265" @default.
- W3021281210 abstract "We study the usefulness of unit-root tests as diagnostic tools for selecting forecasting models. Difference-stationary and trend-stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied forecasters. We consider three strategies: Always difference the data, never difference, or use a unit-root pretest. We characterize the predictive loss of these strategies for the canonical AR(1) process with trend, focusing on the effects of sample size, forecast horizon, and degree of persistence. We show that pretesting routinely improves forecast accuracy relative to forecasts from models in differences, and we give conditions under which pretesting is likely to improve forecast accuracy relative to forecasts from models in levels." @default.
- W3021281210 created "2020-05-13" @default.
- W3021281210 creator A5004176790 @default.
- W3021281210 creator A5084412348 @default.
- W3021281210 date "2000-07-01" @default.
- W3021281210 modified "2023-09-27" @default.
- W3021281210 title "Unit-Root Tests Are Useful for Selecting Forecasting Models" @default.
- W3021281210 cites W1565608101 @default.
- W3021281210 cites W1588163064 @default.
- W3021281210 cites W1607991979 @default.
- W3021281210 cites W2049806222 @default.
- W3021281210 cites W2053128668 @default.
- W3021281210 cites W2053258875 @default.
- W3021281210 cites W2057346721 @default.
- W3021281210 cites W2080290680 @default.
- W3021281210 cites W2119592891 @default.
- W3021281210 cites W2123025259 @default.
- W3021281210 cites W2142988535 @default.
- W3021281210 cites W2149292156 @default.
- W3021281210 cites W2178649350 @default.
- W3021281210 cites W3022862395 @default.
- W3021281210 cites W3124083470 @default.
- W3021281210 cites W4243264224 @default.
- W3021281210 cites W4256017439 @default.
- W3021281210 cites W4293098276 @default.
- W3021281210 doi "https://doi.org/10.1080/07350015.2000.10524869" @default.
- W3021281210 hasPublicationYear "2000" @default.
- W3021281210 type Work @default.
- W3021281210 sameAs 3021281210 @default.
- W3021281210 citedByCount "64" @default.
- W3021281210 countsByYear W30212812102012 @default.
- W3021281210 countsByYear W30212812102013 @default.
- W3021281210 countsByYear W30212812102015 @default.
- W3021281210 countsByYear W30212812102016 @default.
- W3021281210 countsByYear W30212812102018 @default.
- W3021281210 countsByYear W30212812102019 @default.
- W3021281210 countsByYear W30212812102020 @default.
- W3021281210 countsByYear W30212812102021 @default.
- W3021281210 countsByYear W30212812102022 @default.
- W3021281210 crossrefType "journal-article" @default.
- W3021281210 hasAuthorship W3021281210A5004176790 @default.
- W3021281210 hasAuthorship W3021281210A5084412348 @default.
- W3021281210 hasBestOaLocation W30212812102 @default.
- W3021281210 hasConcept C105795698 @default.
- W3021281210 hasConcept C149782125 @default.
- W3021281210 hasConcept C185592680 @default.
- W3021281210 hasConcept C195561663 @default.
- W3021281210 hasConcept C198531522 @default.
- W3021281210 hasConcept C33923547 @default.
- W3021281210 hasConcept C41008148 @default.
- W3021281210 hasConcept C43617362 @default.
- W3021281210 hasConceptScore W3021281210C105795698 @default.
- W3021281210 hasConceptScore W3021281210C149782125 @default.
- W3021281210 hasConceptScore W3021281210C185592680 @default.
- W3021281210 hasConceptScore W3021281210C195561663 @default.
- W3021281210 hasConceptScore W3021281210C198531522 @default.
- W3021281210 hasConceptScore W3021281210C33923547 @default.
- W3021281210 hasConceptScore W3021281210C41008148 @default.
- W3021281210 hasConceptScore W3021281210C43617362 @default.
- W3021281210 hasIssue "3" @default.
- W3021281210 hasLocation W30212812101 @default.
- W3021281210 hasLocation W30212812102 @default.
- W3021281210 hasLocation W30212812103 @default.
- W3021281210 hasLocation W30212812104 @default.
- W3021281210 hasOpenAccess W3021281210 @default.
- W3021281210 hasPrimaryLocation W30212812101 @default.
- W3021281210 hasRelatedWork W1480849600 @default.
- W3021281210 hasRelatedWork W1539319744 @default.
- W3021281210 hasRelatedWork W1833942822 @default.
- W3021281210 hasRelatedWork W2051221975 @default.
- W3021281210 hasRelatedWork W2056007022 @default.
- W3021281210 hasRelatedWork W2956300533 @default.
- W3021281210 hasRelatedWork W3125608205 @default.
- W3021281210 hasRelatedWork W3144602886 @default.
- W3021281210 hasRelatedWork W3200949300 @default.
- W3021281210 hasRelatedWork W2059475426 @default.
- W3021281210 hasVolume "18" @default.
- W3021281210 isParatext "false" @default.
- W3021281210 isRetracted "false" @default.
- W3021281210 magId "3021281210" @default.
- W3021281210 workType "article" @default.