OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED
| Year of publication: |
2007
|
|---|---|
| Authors: | Findley, David F. ; Aelen, F. ; Amemiya, T. ; Anderson, T.W. ; Bell, W.R. ; Hillmer, S.C. ; Box, G.E.P. ; Jenkins, G.M. ; Box, G.E.P. ; Tiao, G.C. ; Brillinger, D.R. ; Findley, D.F. ; Findley, D.F. ; Findley, D.F. ; Monsell, B.C. ; Bell, W.R. ; Otto, M.C. ; Chen, B.C. ; Findley, D.F. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1083-1107
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