Munich Personal RePEc Archive

Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix. Published in: Dynamic Modelling and Control of National Economies (IFAC) No. Ed. by J. M. L. Janssen, L. F. Pau, and A. J. Straszak. Oxford: Pergamon Press (1981): pp. 311-316.

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Abstract

For some structural econometric models, the contribution of the off-diagonal blocks of the coefficients covariance matrix to the asymptotic standard errors of multipliers and forecasts is empirically evaluated.

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