The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
Edición de la obra The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
| Autor | Jan R. Magnus |
|---|---|
| Editorial | International Centre for Economics and Related Disciplines |
| Fecha de publicación | 1988 |
| Lugar | London |
| Idioma | inglés |
| Serie | Econometrics discussion papers -- no.169 |
| Número de Cutter | M199e |