FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
| Year of publication: |
2007
|
|---|---|
| Authors: | Bao, Yong ; Bao, Y. ; Ullah, A. ; Box, G.E.P. ; Jenkins, G.M. ; Davisson, L.D. ; Dufour, J.-M. ; Dufour, J.-M. ; Hoque, A. ; Magnus, J.R. ; Pesaran, B. ; Fuller, W.A. ; Hasza, D.P. ; Malinvaud, E. ; Nagar, A.L. ; Phillips, P.C.B. ; Ullah, A. ; Yamamoto, T. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 4, p. 767
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