Supplementary material for “ forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors”

HIGHLIGHTS

• who: Sium Bodha Hannadige and collaborators from the DepartmentMonash University have published the paper: Supplementary material for u201c Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictorsu201d, in the Journal: (JOURNAL)
• what: T X At Btu2032 Before the authors provide the proofs of Theorems 1 and 2 in Appendix C below, the authors introduce a series of auxiliary lemmas. The authors provide results on the efficiency of using the generated factors, instead of the true factors, for testing the nonstationarity of true factors. The authors provide the results for . . .
  

   

  

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