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

Jan Magnus (), A. Hoque and B. Pesaran

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Date: 1990
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Related works:
Journal Article: The exact multi-period mean-square forecast error for the first-order autoregressive model (1988)
Working Paper: The exact multi-period meansquare forecast error for the first-order autoregressive model (1988)
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