Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 52 (1984)
Issue (Month): 1 (January)
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- Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1)," Discussion Paper 1990-2, Tilburg University, Center for Economic Research.
- Geweke, John, 2003. "Econometric issues in using the AHEAD panel," Journal of Econometrics, Elsevier, vol. 112(1), pages 115-120, January.
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