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Predictors for the first-order autoregressive process

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  • Fuller, Wayne A.
  • Hasza, David P.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4582350-1/2/37d5f544ada6466c85dfce8b98afc589
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 13 (1980)
    Issue (Month): 2 (June)
    Pages: 139-157

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    Handle: RePEc:eee:econom:v:13:y:1980:i:2:p:139-157

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Banerjee, A.N., 1997. "The Sensitivity of Estimates, Inferences and Forecasts of Linear Models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74329, Tilburg University.
    2. Grillenzoni, Carlo, 1998. "Forecasting unstable and nonstationary time series," International Journal of Forecasting, Elsevier, vol. 14(4), pages 469-482, December.
    3. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.
    4. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
    5. 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.

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