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

A. Hoque, J.R. Magnus, B. Pesaran

Research output: Contribution to journalArticleScientificpeer-review

26 Citations (Scopus)
247 Downloads (Pure)
Original languageEnglish
Pages (from-to)327-346
JournalJournal of Econometrics
Volume39
Issue number3
Publication statusPublished - 1988

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