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On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix.
Yamamoto, Taku - In: International Economic Review 20 (1979) 3, pp. 693-705
Persistent link: https://www.econbiz.de/10005550327
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On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models.
Yamamoto, Taku - In: International Economic Review 21 (1980) 3, pp. 735-48
Persistent link: https://www.econbiz.de/10005230580