Unbiasedness of predictions from estimated vector autoregressions
By: by Jean-Marie Dufour.
Series: Cahier,; 8330; Cahier (Université de Montréal. Département de sciences économiques) ;; 8330.
Publisher: Université de Montréal
Published: 1983
Place of publication: Montréal
Language: eng
Number of pages: 18
Subjects: Autoregression (Statistics); Forecasting -- Statistical methods.; Least squares.
Notes: Bibliography: p. 16-18.
Summary in English and French.
"May 1983, July 1983."