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This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics, , chapter 33, pages 1979-1995, 1986.

This item is provided by Elsevier in its series Handbook of Econometrics with number 3-33.

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This chapter was published in the following book, which is listed on IDEAS:
Z. Griliches† & M. D. Intriligator (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 3, number 3, September. [Downloadable!] (restricted)
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C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. William L. Helkie & Peter Hooper, 1989. "U.S. external adjustment: progress and prospects," International Finance Discussion Papers 345, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
2. David F. Hendry & Michael P. Clements, 1994. "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September. [Downloadable!]
3. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation, Yale University. [Downloadable!]
4. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
5. Jaime Marquez, 1988. "Income and price elasticities of foreign trade flows: econometric estimation and analysis of the U.S. trade deficit," International Finance Discussion Papers 324, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
6. Giampiero Gallo, 1991. "Forecast Error Decomposition in a Nonlinear Model with Provisional Data," Annales d'Economie et de Statistique, ADRES, issue 22, pages 05, Avril-Jui. [Downloadable!]
7. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   Other versions:
   • Ericsson, Neil R., 1992. "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 465-495, August. [Downloadable!] (restricted)

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