Estimating predictions, prediction errors and their standard deviations using constructed variables
- 1 March 1984
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 24 (3) , 293-310
- https://doi.org/10.1016/0304-4076(84)90055-1
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Some consequences of viewing LIML as an iterated Aitken estimatorPublished by Elsevier ,2002
- Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive ErrorsEconometrica, 1981
- The use of indicator variables in computing predictionsJournal of Econometrics, 1980
- Macroeconomics and RealityEconometrica, 1980
- Asymptotic prediction mean squared error for vector autoregressive modelsBiometrika, 1979
- The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive ErrorsJournal of the American Statistical Association, 1979
- The sampling distribution of forecasts from a first-order autoregressionJournal of Econometrics, 1979
- Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United KingdomThe Economic Journal, 1978
- The use of dummy variables to compute predictions, prediction errors, and confidence intervalsJournal of Econometrics, 1976
- Efficient Estimation of the Reduced Form from Incomplete Econometric ModelsThe Review of Economic Studies, 1973