Unit-Root Tests Are Useful for Selecting Forecasting Models
Subjects:
...typically the relevant alternatives in econometrics, is not necessarily a concern for forecasting...Alternative of a Unit Root," Journal of Econometrics, 54, 159-178. Leybourne, S. J., and...Model With Trended Data," Journal of Econometrics, 13, 185-201. Phillips, P. C. B...