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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Bao, Y.
;
Ullah, A.
;
Box, G.E.P.
;
Jenkins, G.M.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767
Persistent link: https://www.econbiz.de/10007732412
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