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Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors
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Publications
Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors
Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors
RB
Richard T. Baillie
Richard T. Baillie
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1 September 1981
journal article
Published by
JSTOR
in
Econometrica
Vol. 49
(5)
,
1331
https://doi.org/10.2307/1912757
Abstract
No abstract available
Keywords
PREDICTION
DYNAMIC SIMULTANEOUS
SIMULTANEOUS EQUATION
VECTOR AUTOREGRESSIVE
AUTOREGRESSIVE ERRORS
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Cited by 19 articles
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