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

The exact multiperiod mean-square forecast er ...
Jan R. Magnus, Jan R. Magnus
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Last edited by WorkBot
February 2, 2010 | History

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

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Book Details


Edition Notes

Published in
London
Series
Econometrics discussion papers -- no.169

Edition Identifiers

Open Library
OL13838229M

Work Identifiers

Work ID
OL2006812W

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February 2, 2010 Edited by WorkBot add more information to works
December 9, 2009 Created by WorkBot add works page