The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

DOI10.2307/1911804zbMath0113.14504OpenAlexW2979237298MaRDI QIDQ3850376

Anirudh L. Nagar, H. S. Odeh, A. S. Goldberger

Publication date: 1961

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911804

zbMATH Keywords

applications of probability theory and statistics

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