The exact multiperiod mean-square forecast error for the first-order autoregressive model
By: by Asraul Hoque, Jan R.Magnus and Bahram Pesaran.
Contributors: Magnus, Jan R.; Pesaran, Bahram.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion papers -- 86/139
Publisher: London School of Economics
Published: 1986
Place of publication: London
Language: eng