The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
| Year of publication: |
1989
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|---|---|
| Authors: | Magnus, J.R. ; Pesaran, B. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics (1989), v.42, nr.2, p.157-179 |
| Source: |
Persistent link: https://www.econbiz.de/10011088377