Skip to main content
SpringerLink
Log in

Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell

  • Published:
Zeitschrift für Operations Research Aims and scope Submit manuscript

Zusammenfassung

Die relative asymptotische Effizienz der Prognoseschätzung mit Hilfe der reduzierten Form eines ökonometrischen Modells wird untersucht, wobei die zwei Fälle „unrestricted“- und „derived reduced form“ betrachtet werden.

Summary

The relative asymptotic efficiency of forecasts by means of an econometric model, based on the “unrestricted”- and the “derived reduced form” is considered.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literaturverzeichnis

  • Christ, C.F.: Econometric Models and Methods. New York-London-Sidney 1966.

  • Dhrymes, P.J.: Econometrics: Statistical Foundations and Applications. New York-Evanstone-London 1970.

  • —: Restricted and Unrestricted Reduced Form: Asymptotic Distribution and Relative Efficiency. Econometrica41, 1973, 119–134.

    Google Scholar 

  • Goldberger, A.S., A.L. Nagar undH.S. Odeh: The Covariance Matrices of Reduced Form Coefficients and of Forecasts for a Structural Econometric Model. Econometrica29, 1961, 556–575.

    Google Scholar 

  • Granger, C.W.J., undP. Newbold: Forecasting Economic Time Series. New York-San Francisco-London 1977.

  • Hooper, J.W., undA. Zellner: The Error of Forecast for Multivariate Regression Models. Econometrica29, 1961, 544–555.

    Google Scholar 

  • Katzenbeisser, W.: Simultaneous Inference in Econometric Models. Mathematical Systems in Eco- nomics, Bd. 68. Königstein/T. 1981.

  • Klein, L.R.: An Essay on the Theory of Economic Prediction. Chicago 1971.

  • Mosbaek, E.J., undH.O. Wold: Interdependent Systems. Amsterdam-London 1972.

  • Nagar, A.L., undS.N. Sahay: The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form. J. Econometrics7, 1978, 227–243.

    Google Scholar 

  • Schönfeld, P.: Methoden der ökonometrie, Bd. II. München 1971.

  • Toutenburg, H.: Vorhersage in linearen Modellen. Berlin 1975.

Download references

Author information

Authors and Affiliations

  1. Institut für Statistik, Wirtschaftsuniversität Wien, Franz Kleingasse 1, A-1190, Wien

    W. Katzenbeisser

Authors
  1. W. Katzenbeisser
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Katzenbeisser, W. Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell. Zeitschrift für Operations Research 26, B203–B210 (1982). https://doi.org/10.1007/BF01917140

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01917140

Search

Navigation