THE EXACT MULTI-PERIOD MEAN-SQUARE FORECAST ERROR FOR THE 1ST-ORDER AUTOREGRESSIVE MODEL

被引：19
作者：
HOQUE, A
MAGNUS, JR
PESARAN, B
机构：
[1] UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
[2] NATL INST ECON & SOCIAL RES,LONDON SW1P 3HE,ENGLAND
来源：
JOURNAL OF ECONOMETRICS | 1988年 / 39卷 / 03期
关键词：
D O I：
10.1016/0304-4076(88)90062-0
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：327 / 346
页数：20
相关论文
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