论文信息 - Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

This paper is concerned with the contribution to forecast errors of errors in the estimated structural coefficients of a macro-econometric model (simultaneous equations). Its main purpose is to perform, on several "real-world" models, an empirical comparison of alternative techniques available in the literature for this purpose.

Giorgio Calzolari | Carlo Bianchi | G. Calzolari | C. Bianchi

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