The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept

J.R. Magnus, B. Pesaran

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@article{9cfd5ae9e1f841848b32356de974c37d,

title = "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept",

author = "J.R. Magnus and B. Pesaran",

year = "1989",

language = "English",

volume = "42",

pages = "157--179",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "2",

}