Econometrica Vol. 42 No. 2 1974
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model
Abstract
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.
- DOI
- 10.2307/1911980
- Volume
- 42
- Issue
- 2
- Pages
- 303
- Sources
- bibtex:phds-export.bib crossref openalex