Some Small Sample Evidence on the Distribution of Dynamic Simulation Forecasts

DOI10.2307/1912687MaRDI QIDQ4144619zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912687

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cited in

(4)

• Estimation bias and feasible conditional forecasts from the first-order moving average model
• Inference for impulse response coefficients from multivariate fractionally integrated processes
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung
• On robust forecasting in dynamic vector time series models

This page was built for publication: Some Small Sample Evidence on the Distribution of Dynamic Simulation Forecasts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4144619)