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INTRODUCTION AND OVERVIEW
The Reduced Equation Form and Its Role
The Separated Form
1 other sections not shown
actual values American Enterprise Institute BEA model Box Plots conditional mean consumer durable correlation structure current and lagged current endogenous variables current period descriptive measures developed DRI model dynamic Econometric Model Performance Econometrica Economic eight-steps-ahead forecast endogenous vari equation system Errors for GNP estimation ex ante forecasts ex post exogenous and predetermined extrapolation periods final form forecast error performance Fromm and Klein Gauss-Seidel algorithm GNP in Current interquartile range Klein 22 lag operator lagged endogenous variables lagged values linear econometric model major econometric models matrix mean square errors metric models midspread model builders nonlinear econometric models Number of Steps parameters policy assessment policy changes policy multipliers predetermined variables price sector random shocks real GNP real sector reduced form relationships root mean square RSMEs sample period serial correlation simulations statistical inferences steps ahead structural equations structural form three-steps-ahead forecast tions variance-covariance matrix Warren Nutter Wharton Mark