High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration

Stephan Smeekes, Etienne Wijler

Research output: Working paper / PreprintPreprint

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  • 2020

    Unit Roots and Cointegration

    Smeekes, S. & Wijler, E., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1 ed. Springer Nature Switzerland AG, Vol. 52. p. 541-584 44 p. (Advanced Studies in Theoretical and Applied Econometrics).

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademic