Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell

DOI10.1007/BF01917140zbMath0487.62098OpenAlexW2036645286MaRDI QIDQ3948515

Walter Katzenbeisser

Publication date: 1982

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01917140

zbMATH Keywords

econometric modelderived reduced formrelative asymptotic efficiency of forecastsunrestricted form

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Cites Work

• The bias and mean squared error of forecasts from partially restricted reduced form
• The Error of Forecast for Multivariate Regression Models
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
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