Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macroeconomic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251277.

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Abstract
This paper is concerned with the contribution to forecast errors of errors in the estimated structural coefficients of a macroeconometric model (simultaneous equations). Its main purpose is to perform, on several "realworld" models, an empirical comparison of alternative techniques available in the literature for this purpose.
Item Type:  MPRA Paper 

Original Title:  Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods 
Language:  English 
Keywords:  Forecast errors; coefficient estimation errors; Monte Carlo; simultaneous equation models 
Subjects:  C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C53  Forecasting and Prediction Methods; Simulation Methods C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C52  Model Evaluation, Validation, and Selection C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models; Multiple Variables > C30  General 
Item ID:  22559 
Depositing User:  Giorgio Calzolari 
Date Deposited:  28. May 2010 09:39 
Last Modified:  11. Feb 2013 16:29 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/22559 