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

J.R. Magnus, B. Pesaran

Research output: Book/ReportReportProfessional

13 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Volume21
Publication statusPublished - 1990

Publication series

NameReprint series / CentER for Economic Research
Volume21

Keywords

  • Economics
  • Estimation

Cite this

Magnus, J. R., & Pesaran, B. (1990). The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. (Reprint series / CentER for Economic Research; Vol. 21). Unknown Publisher.
Magnus, J.R. ; Pesaran, B. / The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Unknown Publisher, 1990. (Reprint series / CentER for Economic Research).
@book{7e63969203d04464a9668f91dcc63d16,
title = "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept",
keywords = "Economics, Estimation",
author = "J.R. Magnus and B. Pesaran",
year = "1990",
language = "English",
volume = "21",
series = "Reprint series / CentER for Economic Research",
publisher = "Unknown Publisher",

}

Magnus, JR & Pesaran, B 1990, The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Reprint series / CentER for Economic Research, vol. 21, vol. 21, Unknown Publisher.

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. / Magnus, J.R.; Pesaran, B.

Unknown Publisher, 1990. (Reprint series / CentER for Economic Research; Vol. 21).

Research output: Book/ReportReportProfessional

TY - BOOK

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

AU - Magnus, J.R.

AU - Pesaran, B.

PY - 1990

Y1 - 1990

KW - Economics

KW - Estimation

M3 - Report

VL - 21

T3 - Reprint series / CentER for Economic Research

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

PB - Unknown Publisher

ER -

Magnus JR, Pesaran B. The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Unknown Publisher, 1990. (Reprint series / CentER for Economic Research).