The exact multi-period meansquare forecast error for the first-order autoregressive model
| Year of publication: |
1988
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|---|---|
| Authors: | Hoque, A. ; Magnus, J.R. ; Pesaran, B. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics (1988), v.39, nr.3, p.327-346 |
| Source: |
Persistent link: https://www.econbiz.de/10011089850