A specification error theorem for predictions from estimated autoregressions
By: by Jean-Marie Dufour.
Series: Cahier / Département de science économique et Centre de recherche en développement économique,; 8132; Cahier (Université de Montréal. Département de sciences économiques ;; 8132.
Publisher: Département de science économique et Centre de recherche en développement ećonomique, Université de Montréal
Published: 1982
Place of publication: Montréal
Language: eng
Number of pages: 15
Subjects: Autoregression (Statistics); Forecasting -- Statistical methods.; Error analysis (Mathematics)
Notes: Bibliography: p. 14-15.
Summary in French.