Forecasting with difference‐stationary and trend‐stationary models

By Michael P. Clements, David F. Hendry. 2001

65 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/040d3feac29cdeffd4d20cd405bf0ee649fe97ba

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Michael P. Clements
2. Clive W. J. Granger
3. David F. Hendry
4. Halbert White
5. Terence C. Mills
6. David I. Harvey
7. Allan G. Timmermann
8. Andrew J. Patton

In Finance

1. Michael P. Clements
2. Halbert White
3. Clive W. J. Granger
4. David I. Harvey
5. David F. Hendry
6. Terence C. Mills
7. Allan G. Timmermann
8. Rob J Hyndman

In Management Science and Operations Research

1. Michael P. Clements
2. David F. Hendry
3. Halbert White
4. Clive W. J. Granger
5. Terence C. Mills
6. David I. Harvey
7. Allan G. Timmermann
8. Tae-Hwy Lee

Citations in the corpus

• Unit roots and double smooth transitions (2002, background): “E-mail: t.c.mills@lboro.ac.uk ISSN 0266-4763 print; 1360-0532 online/02/050675-09 © 2002 Taylor & Francis Ltd DOI: 10.1080/02664760120098739 breaks and the stochastic or deterministic nature of the trend has also recently been emphasized in a forecasting context by Clements & Hendry (1999, 2000).”
• Economic Forecasting: Some Lessons from Recent Research (2003, methodology): “Clements and Hendry (2001g) consider two strategies that employ pre-tests of parameter constancy.”
• Consideration of Trends in Time Series (2011, methodology): “Clements and Hendry (2001) give an analysis of the di¤erent con dence intervals for di¤erence-stationary and trend-stationary series.”