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

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Name	Reprint series / CentER for Economic Research
Volume	14

Keywords

@book{3f9a517306c6426694b55892192da4f0,

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

keywords = "Economics, Estimation",

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

year = "1990",

language = "English",

volume = "14",

series = "Reprint series / CentER for Economic Research",

publisher = "Unknown Publisher",

}

TY - BOOK

T1 - The exact multi-period mean-square forecast error for the first-order autoregressive model

AU - Magnus, J.R.

AU - Hoque, A.

AU - Pesaran, B.

PY - 1990

Y1 - 1990

KW - Economics

KW - Estimation

M3 - Report

VL - 14

T3 - Reprint series / CentER for Economic Research

BT - The exact multi-period mean-square forecast error for the first-order autoregressive model

PB - Unknown Publisher

ER -