The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Jan R. Magnus ; Bahram Pesaran
| Year of publication: |
1989
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|---|---|
| Authors: | Magnus, Jan R. |
| Other Persons: | Pesaran, Bahram (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 42.1989, 2, p. 157-179
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| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001071077