Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors

DOI10.2307/1912757zbMath0464.62106OpenAlexW2088808610MaRDI QIDQ3915892

Richard T. Baillie

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b1c78615382c097b28199710243490fb30ae1267

zbMATH Keywords

multistep predictiongeneral dynamic simultaneous equation modelvector autoregressive errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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