La varianza dellerrore di previsione nei modelli econometrici: applicazione ad un modello nonlineare delleconomia italiana Reportar como inadecuado




La varianza dellerrore di previsione nei modelli econometrici: applicazione ad un modello nonlineare delleconomia italiana - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract

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.



Item Type: MPRA Paper -

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

English Title: The variance of forecast errors in econometric models: application to a nonlinear model of the Italian economy-

Language: Italian-

Keywords: Forecast errors; standard errors; nonlinear econometric model; Italian economy-

Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation ModelingC - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables-





Autor: Bianchi, Carlo

Fuente: https://mpra.ub.uni-muenchen.de/29121/







Documentos relacionados