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

  • J.R. Magnus
  • , B. Pesaran

Research output: Contribution to journalArticleScientificpeer-review

310 Downloads (Pure)
Original languageEnglish
Pages (from-to)157-179
JournalJournal of Econometrics
Volume42
Issue number2
Publication statusPublished - 1989

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