The One-Period Forecast Errors in Nonlinear Econometric Models

DOI10.2307/2526248MaRDI QIDQ3893204zbMATH OpenOpenAlexFDO

Authors Carlo Bianchi, Giorgio Calzolari

Publication date 1980

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526248

zbMATH Keywords

nonlinear econometric modelsone-period forecast errors

Mathematics Subject Classification ID

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

Cited in

(3)

• Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
• Analysis of large-scale econometric models using supercomputer techniques
• Optimal prediction in loglinear models

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