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 macro-economic models
No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd.
(1982): pp. 251-277.

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## Abstract

This paper is concerned with the contribution to forecast errors of errors in the estimated structural coefficients of a macro-econometric model (simultaneous equations). Its main purpose is to perform, on several "real-world" models, an empirical comparison of alternative techniques available in the literature for this purpose.

Item Type: | MPRA Paper |
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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: | 30 Sep 2019 19:21 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/22559 |