PREDICTIONS FROM ARMAX MODELS

[1] Astrom K.J., 1970, INTRO STOCHASTIC CON

[2] ASYMPTOTIC MEAN SQUARED ERROR OF MULTISTEP PREDICTION FROM THE REGRESSION-MODEL WITH AUTOREGRESSIVE ERRORS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 175 - 184

[3] BAILLIE RT, 1978, THESIS U LONDON

[4] BEST LINEAR UNBIASED PREDICTION IN GENERALIZED LINEAR-REGRESSION MODEL [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1962, 57 (298) : 369 - &

[5] Pierce D. K., 1975, J ECONOMETRICS, V3, P349, DOI DOI 10.1016/0304-4076(75)90053-6

[6] LEAST SQUARES ESTIMATION IN REGRESSION MODEL WITH AUTOREGRESSIVE-MOVING AVERAGE ERRORS [J]. BIOMETRIKA, 1971, 58 (02) : 299 - &

[7] ASYMPTOTIC DISTRIBUTION OF FORECASTS IN DYNAMIC SIMULATION OF AN ECONOMETRIC-MODEL [J]. ECONOMETRICA, 1974, 42 (02) : 303 - 309

[8] YAMAMOTO T, 1976, J ROYAL STATISTICA C, V2, P123

[9] YAMAMOTO T, 1975, CORE7521 U LOUV DISC

[10] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]

[1] Astrom K.J., 1970, INTRO STOCHASTIC CON

[2] ASYMPTOTIC MEAN SQUARED ERROR OF MULTISTEP PREDICTION FROM THE REGRESSION-MODEL WITH AUTOREGRESSIVE ERRORS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 175 - 184

[3] BAILLIE RT, 1978, THESIS U LONDON

[4] BEST LINEAR UNBIASED PREDICTION IN GENERALIZED LINEAR-REGRESSION MODEL [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1962, 57 (298) : 369 - &

[5] Pierce D. K., 1975, J ECONOMETRICS, V3, P349, DOI DOI 10.1016/0304-4076(75)90053-6

[6] LEAST SQUARES ESTIMATION IN REGRESSION MODEL WITH AUTOREGRESSIVE-MOVING AVERAGE ERRORS [J]. BIOMETRIKA, 1971, 58 (02) : 299 - &

[7] ASYMPTOTIC DISTRIBUTION OF FORECASTS IN DYNAMIC SIMULATION OF AN ECONOMETRIC-MODEL [J]. ECONOMETRICA, 1974, 42 (02) : 303 - 309

[8] YAMAMOTO T, 1976, J ROYAL STATISTICA C, V2, P123

[9] YAMAMOTO T, 1975, CORE7521 U LOUV DISC

[10] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]