The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

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Abstract

A. S. Goldberger, A. L. Nagar, H. S. Odeh, The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model, Econometrica, Vol. 29, No. 4 (Oct., 1961), pp. 556-573

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Material Science and Thermodynamics

Publication Details

Published in: Econometrica

Volume 29, Issue 4, pp. 556-556

DOI: 10.2307/1911804

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The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

Authors

Abstract

Topics & Keywords

Publication Details