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Yule-Walker Prediction Error in a Random Walk Model
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- Journal:
- Econometric Theory / Volume 9 / Issue 4 / August 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 688-689
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Yule–Walker Prediction Error in a Random Walk Model
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- Journal:
- Econometric Theory / Volume 11 / Issue 3 / June 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 659-661
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