ASYMPTOTIC DISTRIBUTION OF FORECASTS IN DYNAMIC SIMULATION OF AN ECONOMETRIC-MODEL

被引：56

作者：

SCHMIDT, P ^{[1
]}

机构：

[1] UNIV N CAROLINA,CHAPEL HILL,NC 27514

来源：

ECONOMETRICA | 1974年 / 42卷 / 02期

关键词：

D O I：

10.2307/1911980

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：303 / 309

页数：7

相关论文

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[2] RESTRICTED AND UNRESTRICTED REDUCED FORMS - ASYMPTOTIC DISTRIBUTION AND RELATIVE EFFICIENCY
DHRYMES, PJ
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[3] THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL
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[5] ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS
SCHMIDT, P
[J]. ECONOMETRICA, 1973, 41 (01) : 161 - 164