The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors
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Publication:4188624
DOI10.2307/2286748zbMath0403.62066OpenAlexW4241730493MaRDI QIDQ4188624
Publication date: 1979
Full work available at URL: https://doi.org/10.2307/2286748
RegressionPredictionAsymptotic Mean Squared ErrorAutoregressive ErrorsLagGed VariablesMultistep Prediction
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