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Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process

✍ Scribed by Tae-Hwan Kim; Stephen J. Leybourne; Paul Newbold


Book ID
111039885
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
191 KB
Volume
25
Category
Article
ISSN
0143-9782

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