Optimality of GLS for One-Step-Ahead Forecasting with...

Optimality of GLS for One-Step-Ahead Forecasting with Regarima and Related Models When the Regression Is Misspecified

David F. Findley
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Volume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/4497828
Date:
December, 2007
File:
PDF, 2.26 MB
english, 2007
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