Optimal Aggregation in Multi-Equation Prediction Models

• 1 October 1962
• journal article
• Published by JSTOR in Econometrica
• Vol. 30  (4) , 744
• https://doi.org/10.2307/1909323

Abstract

Keywords

• PREDICTION MODELS
• OPTIMAL AGGREGATION
• AGGREGATION IN MULTI
• MULTI EQUATION PREDICTION