The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic

DOI10.2307/1909139zbMath0212.50902OpenAlexW2008885912MaRDI QIDQ5614351

Martin Feldstein

Publication date: 1971

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909139

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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