Econometrica Vol. 29 No. 4 1961
The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
Abstract
A. S. Goldberger, A. L. Nagar, H. S. Odeh, The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model, Econometrica, Vol. 29, No. 4 (Oct., 1961), pp. 556-573
- DOI
- 10.2307/1911804
- Volume
- 29
- Issue
- 4
- Pages
- 556
- Sources
- openalex crossref