The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept

✍ Scribed by Jan R. Magnus; Bahram Pesaran

• Publisher: Elsevier Science
• Year: 1989
• Tongue: English
• Weight: 968 KB
• Volume: 42
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/0304-4076(89)90001-8