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

Asraul Hoque, Jan Magnus () and Bahram Pesaran

Journal of Econometrics, 1988, vol. 39, issue 3, 327-346

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:39:y:1988:i:3:p:327-346

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