Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown
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- Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
- Magnus, J.R. & Pesaran, B., 1990.
"Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1),"
9002, Tilburg - Center for Economic Research.
- 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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