La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana

When econometric models are used as forecasting tools, forecast errors can be decomposed into several components, one of which is due to estimation errors, while another one is due to the stochastic nature of the variables to be predicted. Conditional on model's specification and on the predetermined variables, it is possible to compute a standard error of forecasts one-step-ahead.

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Year of publication:	1978-10-23
Authors:	Bianchi, Carlo ; Calzolari, Giorgio

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Type of publication:	Book / Working Paper
Language:	English ; Italian
Notes:	Bianchi, Carlo and Calzolari, Giorgio (1978): La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana.
Classification:	C63 - Computational Techniques ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	BASE

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