A Note on the Forecasting Properties of Two Stage Least Squares Restricted Reduced Forms-The Finite Sample Case
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Cited by:
- Rodgers, Yana van der Meulen, 1998. "Empirical investigation of one OPEC country's successful non-oil export performance," Journal of Development Economics, Elsevier, vol. 55(2), pages 399-420, April.
- Huang, Kuo S., 1985. "Measurim The Covariance Matrices Of Restricted Reduced Form Coefficients With Small Size Computers," 1985 Annual Meeting, August 4-7, Ames, Iowa 278635, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A package for analytic simulation of econometric models," MPRA Paper 24134, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
- Iglesias Emma M., 2011. "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-13, September.
- Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987.
"Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy,"
International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio, 1979. "Simulation of a nonlinear econometric model," MPRA Paper 24440, University Library of Munich, Germany, revised 1980.
- Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.
- McCarthy, Michael D., 1998. "Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 239-262.
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