The Error of Forecast for Multivariate Regression Models

DOI10.2307/1911803MaRDI QIDQ3847347zbMATH OpenOpenAlexFDO

Authors John W. Hooper, Arnold Zellner

Publication date 1961

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://cowles.yale.edu/sites/default/files/files/pub/d00/d0077-r.pdf

zbMATH Keywords

statistics

Cited in

(6)

• The bias and mean squared error of forecasts from partially restricted reduced form
• Prediction after IV estimation
• Finite sample multivariate structural change tests with application to energy demand models
• Control theory models in world coffee : some empirical tests
• Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

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