The One-Period Forecast Errors in Nonlinear Econometric Models

DOI10.2307/2526248zbMath0447.62108OpenAlexW2041826632MaRDI QIDQ3893204

Giorgio Calzolari, Carlo Bianchi

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526248

zbMATH Keywords

nonlinear econometric modelsone-period forecast errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (3)

Analysis of large-scale econometric models using supercomputer techniques ⋮ Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models ⋮ Optimal prediction in loglinear models

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