THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL

被引：82

作者：

GOLDBERGER, AS

NAGAR, AL

ODEH, HS

机构：

来源：

关键词：

D O I：

10.2307/1911804

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：556 / 573

页数：18

共 10 条

[1]

Anderson T. W., 1958, INTRO MULTIVARIATE S

[2] STANDARD ERRORS OF FORECAST OF A COMPLETE ECONOMETRIC MODEL [J].

Brown, T. M. .

[3]

Christ CarlF., 1951, C BUSINESS CYCLES, P35

[4] THE ERROR OF FORECAST FOR MULTIVARIATE REGRESSION-MODELS [J].

HOOPER, JW ;

ZELLNER, A .

[5]

Klein L., 1950, EC FLUCTUATIONS US 1

[6]

Klein L., 1953, TXB ECONOMETRICS

KLOEK, T ;

MENNES, LBM .

NAGAR, AL .

[9]

NAGAR AL, 1959, THESIS ROTTERDAM

[10]

Theil Henri., 1958, EC FORECASTS POLICY