Unit root tests are useful for selecting forecasting models
By: Francis X. Diebold, Lutz Kilian.
Contributors: Kilian, Lutz.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6928; Working paper series (National Bureau of Economic Research) -- working paper no. 6928.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 21
Subjects: Economic forecasting.; Econometric models.; Time-series analysis.
Notes: "February 1999."

JEL no. C1.

Includes bibliographical references (p. 19-21).

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Electronic version available via the Internet at the NBER World Wide Web site.