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

Jan Magnus () and Bahram Pesaran

Journal of Econometrics, 1989, vol. 42, issue 2, 157-179

Date: 1989
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Working Paper: The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:42:y:1989:i:2:p:157-179

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