Open AccessExact and Approximate Multi-Period Mean-Square Forecast Errors for Dynamic Econometric Models
Author(s) -
Neil R. Ericsson,
Jaime Márquez
Publication year - 1989
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1989.348
Subject(s) - monte carlo method , univariate , mathematics , econometrics , mean squared error , horizon , ordinary least squares , econometric model , statistics , economics , multivariate statistics , geometry