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

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

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@article{23060037ac4f4f288fde4891135806a7,

title = "The exact multi-period meansquare forecast error for the first-order autoregressive model",

author = "A. Hoque and J.R. Magnus and B. Pesaran",

year = "1988",

language = "English",

volume = "39",

pages = "327--346",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "3",

}