Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix
Year of publication: |
1984-07-08
|
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Authors: | Calzolari, Giorgio ; Panattoni, Lorenzo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Econometric models | simultaneous equations | maximum likelihood | covariance matrix | standard error of forecast |
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