FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
| Year of publication: |
2007
|
|---|---|
| Authors: | Bao, Yong |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 04, p. 767-773
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |