The bias and mean squared error of forecasts from partially restricted reduced form

DOI10.1016/0304-4076(78)90071-4MaRDI QIDQ1246992zbMATH OpenOpenAlexFDO

Authors Anirudh L. Nagar, Surottam N. Sahay

Publication date 1978

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://ir.lib.uwo.ca/economicsresrpt/287

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Mathematical economics (91B99)

Cites work

• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The Error of Forecast for Multivariate Regression Models

Cited in

(4)

• Coefficients of correlation for simultaneous equation systems
• Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell
• The reduced form of recursive models: Small sample properties
• On the existence of moments of partially restricted reduced form coefficients

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