The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
- 1 October 1989
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 42 (2) , 157-179
- https://doi.org/10.1016/0304-4076(89)90001-8
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969