The sampling distribution of forecasts from a first-order autoregression
- 1 February 1979
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 9 (3) , 241-261
- https://doi.org/10.1016/0304-4076(79)90073-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference EquationEconometrica, 1977
- Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated CoefficientsJournal of the Royal Statistical Society Series C: Applied Statistics, 1976
- The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric ModelEconometrica, 1974
- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969
- Moments of a Serial Correlation CoefficientJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965