Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Yong Bao
| Year of publication: |
2007
|
|---|---|
| Authors: | Bao, Yong |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 4, p. 767-773
|
| Subject: | Autokorrelation | Autocorrelation | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003549618