Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Year of publication: |
2007
|
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Authors: | Bao, Yong |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 4, p. 767-773
|
Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Prognoseverfahren | Forecasting model |
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