The sampling distributions of the predictor for an autoregressive model under misspecifications
Year of publication: |
1984
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Authors: | Tanaka, Katsuto ; Maekawa, Koichi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 25.1984, 3, p. 327-351
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Subject: | Ökonometrie | Spezifikation | Modelle | Statistik | Korrelation and Regression | Theorie | Theory | Autokorrelation | Autocorrelation | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling |
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