The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 39 (1971)
Issue (Month): 1 (January)
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- Woo, C.K. & Horowitz, I. & Moore, J. & Pacheco, A., 2011. "The impact of wind generation on the electricity spot-market price level and variance: The Texas experience," Energy Policy, Elsevier, vol. 39(7), pages 3939-3944, July.
- Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
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