Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

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.

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Year of publication:	1982
Authors:	Bianchi, Carlo ; Calzolari, Giorgio

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Type of publication:	Book / Working Paper
Language:	English
Notes:	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.
Classification:	C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	BASE

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