[已解决，感谢两位朋友的帮忙]求时间序列分析外文一篇（急，谢谢！）

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作者： Clements, M.P. Hendry, D.P. 
论文题目：Forecasting with Difference-Stationary and Trend-Stationary Models
出版：The Warwick Economics Research Paper Series (TWERPS) 516, University of Warwick, Department of Economics.
Length: 22 pages
Date of creation: 1998

出处：http://ideas.repec.org/p/wrk/warwec/516.html

[此贴子已经被作者于2008-5-2 20:14:54编辑过]

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关键词：时间序列分析 时间序列 已解决 Forecasting stationary 外文 帮忙 时间序列分析 感谢 朋友

应该是这个 209943.pdf (3.54 MB)

2008-5-2 20:02:00 上传

[求助]200币求时间序列分析外文一篇（急，谢谢！）

I have one from Econometrics Journal, 2001, 4 (1). The authors are the same and the abstract is similar. Therefore, I think the paper published in two place. You can read it first and  notice me whether you want to buy it.

Clements, Michael P.; Hendry, David. F.. Econometrics Journal, Jun2001, Vol. 4 Issue 1, p1, 19p;

Abstract:

Although difference-stationary (DS) and trend-stationary (TS) processes have been subject to considerable analysis, there are no direct comparisons for each being the datageneration process (DGP). We examine incorrect choice between these models for forecasting for both known and estimated parameters. Three sets of Monte Carlo simulations illustrate the analysis, to evaluate the biases in conventional standard errors when each model is misspecified, compute the relative mean-square forecast errors of the two models for both DGPs, and investigate autocorrelated errors, so both models can better approximate the converse DGP. The outcomes are surprisingly different from established results.

209942.pdf (3.54 MB)

2008-5-2 20:01:00 上传

[求助]200币求时间序列分析外文一篇（急，谢谢！）

感谢两位朋友的帮忙，的确都是我要的论文，谢谢，感谢呀！

谢谢，感谢呀！