Pages that link to "Item:Q4677032"

The following pages link to Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032):

Displayed 2 items.

• Averaging estimators for autoregressions with a near unit root (Q736566) ‎ (← links)
• A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) ‎ (← links)