The sampling distributions of the predictor for an autoregressive model under misspecifications
| Year of publication: |
1984
|
|---|---|
| Authors: | Tanaka, Katsuto ; Maekawa, Koichi |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 25.1984, 3, p. 327-351
|
| Publisher: |
Elsevier |