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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept

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  • Magnus, J.R.

    (Tilburg University, School of Economics and Management)

  • Pesaran, B.

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  • Magnus, J.R. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 7e639692-03d0-4464-a966-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:7e639692-03d0-4464-a966-8f91dcc63d16
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