The exact multi-period mean-square forecast error for the first-order autoregressive model
| Year of publication: |
1988
|
|---|---|
| Authors: | Hoque, Asraul ; Magnus, Jan R. ; Pesaran, Bahram |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 39.1988, 3, p. 327-346
|
| Publisher: |
Elsevier |