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zbMath0647.62101MaRDI QIDQ3792120

Bryan W. Brown, Roberto S. Mariano

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic test of significance auxiliary regressions of prediction errors estimators of reduced form coefficients mean prediction error nonlinear simultaneous system of structural equations sample period Monte Carlo predictions tests of misspecification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (1)

On the role of simulation in the statistical evaluation of econometric models

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