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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 1

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Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors

Sium Bodha HannadigeDepartment of Econometrics and Business Statistics, Monash University, Caulfield, AustraliaView further author information

Jiti GaoDepartment of Econometrics and Business Statistics, Monash University, Caulfield, AustraliaView further author information

Mervyn J. SilvapulleDepartment of Econometrics and Business Statistics, Monash University, Caulfield, AustraliaCorrespondence[email protected]
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Param SilvapulleDepartment of Econometrics and Business Statistics, Monash University, Caulfield, AustraliaView further author information

Pages 122-134 | Published online: 14 Feb 2023

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https://doi.org/10.1080/07350015.2023.2166048
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