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

DOI10.1016/0304-4076(78)90071-4zbMATH Open0378.62085OpenAlexW1975259315MaRDI QIDQ1246992FDOQ1246992

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Error of Forecast for Multivariate Regression Models
• On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*

Cited In (4)

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

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