Asymptotic mean squared forecast error when an autoregression with linear trend is fitted to data generated with an I(0) or I(1) process /
Kim, Tae-Hwan.
Leybourne, Stephen.
Newbold, Paul.
University of Nottingham.Department of Economics.
Nottingham : School of Economics, University of Nottingham,
2000.
Includes bibliographical references.
Time-series analysis.
Autoregression (Statistics)
Error analysis (Mathematics)