Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

DOI10.1007/BF01915177MaRDI QIDQ797950zbMATH OpenFDO

Authors Walter Katzenbeisser

Publication date 1984

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175923

zbMATH Keywords

predictionasymptotic efficiencyforecast errorshigher order linear dynamic econometric modell-step ahead forecastslagged endogenous variablespredictive testreduced form parameter estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• scientific article; zbMATH DE number 434948 (Why is no real title available?)
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