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

Jan Magnus () and B. Pesaran

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Date: 1990
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Journal Article: The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (1989)
Working Paper: The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (1989)
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