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P. Newbold, C. W. J. Granger, Experience with Forecasting Univariate Time Series and the Combination of Forecasts, Journal of the Royal Statistical Society. Series A (General), Vol. 137, No. 2 (1974), pp. 131-165
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Paul Newbold
AstraZeneca (United States)
Clive W. J. Granger
University of Nottingham
Journal of the Royal Statistical Society Series A (General)
University of Nottingham
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Newbold et al. (Tue,) studied this question.
synapsesocial.com/papers/69d8082e05ee2ba81dbeec30 — DOI: https://doi.org/10.2307/2344546
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