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

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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Year of publication:	1981
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo

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

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