On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models (Q3906292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models |
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On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models (English)
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1980
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autocorrelated errors
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multiperiod prediction
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dynamic simultaneous equation models
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autoregressive moving average models
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state space form
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