Taipei , 11623
Dept. International Business, National Chengchi University
Real exchange rate, unit root
real exchange rate, TAR model, forecast accuracy
Forecast combination, Local asymptotic theory, Plug-in estimators
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Forecast combination, Local asymptotic theory, Plug‐in estimators
Unit Root, AR Model, Long Difference, First Difference
Model averaging, Model selection, Spectral density estimator
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File name: jtsa12031.pdf
AR model, difference, unit root
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