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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Name	Reprint series / CentER for Economic Research
Volume	21

Keywords

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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",

}

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 -