The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
By: by Jan R. Magnus and Bahram Pesaran.
Contributors: Pesaran, Bahram.; Suntory-Toyota International Centre for Economicsand Related Disciplines.
Series: Econometrics discussion papers -- no.169
Publisher: International Centre for Economics and Related Disciplines
Published: 1988
Place of publication: London
Language: eng