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The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model

Peter Schmidt

Econometrica 1974 42(2), 303

This paper considers the asymptotic distribution of forecasts made several time periods in the future. Such forecasts typically arise in the dynamic simulation of an econometric model.

The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model

Peter Schmidt

Econometrica 1974 42(3), 591

Peter Schmidt, The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model, Econometrica, Vol. 42, No. 3 (May, 1974), pp. 591-592

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The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model

The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model