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

Magnus,J.R.
; 
Pesaran,B.
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1989
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Tilburg University Research Output Collection
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26979_6664.pdf
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Magnus, J R & Pesaran, B 1989, 'The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept', Journal of Econometrics, vol. 42, no. 2, pp. 157-179.
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https://hdl.handle.net/20.500.14602/42663
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info:eu-repo/semantics/restrictedAccess
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