The Asymptotic Mean Squared Error of Multistep Prediction...

The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors

Baillie, Richard T.
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Volume:
74
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1979.10481635
Date:
March, 1979
File:
PDF, 1.27 MB
english, 1979
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