Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

DOI10.1007/BF01915177zbMath0546.62078MaRDI QIDQ797950

Walter Katzenbeisser

Publication date: 1984

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175923

zbMATH Keywords

predictionasymptotic efficiencyforecast errorshigher order linear dynamic econometric modell-step ahead forecastslagged endogenous variablespredictive testreduced form parameter estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
• The Asymptotic Distribution of Dynamic Multipliers

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