The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large

Econometric Theory

Volumn 15, Issue 2, 1999, Pages 238-256

  Kemp, Gordon C R ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033448703     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026646669915206X     Document Type: Article

References (13)

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