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The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - In: Journal of Econometrics 39 (1988) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10005122874
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.; Pesaran, Bahram - In: Journal of Econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10005238950
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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Hashem Pesaran, M.; Pesaran, Bahram - In: Journal of Econometrics 57 (1993) 1-3, pp. 377-392
Persistent link: https://www.econbiz.de/10005239040