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

DOI10.1007/BF01915177zbMATH Open0546.62078MaRDI QIDQ797950FDOQ797950

Authors: Walter Katzenbeisser 

Publication date: 1984

Published in: Metrika (Search for Journal in Brave)

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

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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 (2)

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