The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
by Jan R. Magnus and Bahram Pesaran
| Year of publication: |
1988
|
|---|---|
| Authors: | Magnus, Jan R. ; Pesaran, Bahram |
| Publisher: |
London |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 31 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. 169 Suntory Toyota International Centre for Economics and Related Disciplines ; 169 : Econometrics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000747488