An Empirical Examination of the Predictive Performance of an Econometric Model with Random Coefficients

DOI10.2307/1402538zbMath0369.62115OpenAlexW2316184216MaRDI QIDQ4148735

Gorti V. L. Narasimham, Richard R. Simonds, Archer Jun. McWhorter

Publication date: 1977

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402538

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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