The exact multi-period mean-square forecast error for the first-order autoregressive model
Year of publication: |
1988
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Authors: | Hoque, Asraul ; Magnus, Jan R. ; Pesaran, Bahram |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 39.1988, 3, p. 327-346
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Subject: | Statistik | Korrelation und Regression | Fehler | Methode der kleinsten Abweichungen | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
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