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/ReportReport

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

Publication series

NameReprint series / CentER for Economic Research
Volume21

Keywords

  • Economics
  • Estimation

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