Exact and approximate multiperiod mean-square forecast errors for dynamic econometric models:
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Bibliographic Details
Main Authors: Ericsson, Neil R. (Author), Marquez, Jaime R. (Author)
Format: Book
Language:English
Published: Washington, DC Board of Governors of the Federal Reserve System 1989
Series:International finance discussion papers 348.
Subjects:
Physical Description:40 S. graph. Darst.