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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

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

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