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The bias of forecasts from a first-order autoregression (Revised version)

Author

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  • Magnus, J.R.

    (Tilburg University, Center For Economic Research)

  • Pesaran, B.

Abstract

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Suggested Citation

  • Magnus, J.R. & Pesaran, B., 1988. "The bias of forecasts from a first-order autoregression (Revised version)," Discussion Paper 1988-2, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:bc9706a5-1f56-4233-b38c-264ea44c95c5
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1149746/MJR5620379.pdf
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    Cited by:

    1. Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
    2. 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.
    3. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.

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    Keywords

    Economics; Forecasting Techniques;

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