most citedOn prediction errors in regression models with nonstationary regressors

9 citations · 9 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2007★ 9 cited

On prediction errors in regression models with nonstationary regressors

Ching-Kang Ing, Chor-Yiu Sin

In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression mod…