The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
References listed on IDEAS
- Thomas J. Sargent, 1973. "Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(2), pages 429-480.
- Barro, Robert J, 1974. "Are Government Bonds Net Wealth?," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1095-1117, Nov.-Dec..
- G. C. Archibald & R. G. Lipsey, 1958. "Monetary and Value Theory: A Critique of Lange and Patinkin," Review of Economic Studies, Oxford University Press, vol. 26(1), pages 1-22.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Moore, J. & Woo, C.K. & Horii, B. & Price, S. & Olson, A., 2010. "Estimating the option value of a non-firm electricity tariff," Energy, Elsevier, vol. 35(4), pages 1609-1614.
- Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
- Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Papers 61, National Institute of Economic Research.
- Taylor, Patricia D. & Tomek, William G., 1984. "Forecasting the Basis for Corn in Western New York," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 13(1:), April.
- John W. Freebairn, 1975. "Forecasting For Australian Agriculture," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 19(3), pages 154-174, December.
- Morris, Suzanna Lynn, 1983. "The variances of stochastic forecasts: calculating the reliability of predicted policy consequences," ISU General Staff Papers 1983010108000018061, Iowa State University, Department of Economics.
- Griffiths, William E. & Newton, Lisa S. & O'Donnell, Christopher J., 2010. "Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield," International Journal of Forecasting, Elsevier, vol. 26(2), pages 397-412, April.
- Leserer, M., 1980. "Zur Methodik des Vorhersagens â€“ Aus der Sicht des Ã–konometrikers," Proceedings "Schriften der Gesellschaft fÃ¼r Wirtschafts- und Sozialwissenschaften des Landbaues e.V.", German Association of Agricultural Economists (GEWISOLA), vol. 17.
- 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.
- Berger, Dave & Turtle, H.J., 2012. "Cross-sectional performance and investor sentiment in a multiple risk factor model," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1107-1121.
- 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.
- Clò, Stefano & Cataldi, Alessandra & Zoppoli, Pietro, 2015.
"The merit-order effect in the Italian power market: The impact of solar and wind generation on national wholesale electricity prices,"
Elsevier, vol. 77(C), pages 79-88.
- Alessandra Cataldi & Stefano Clò & Pietro Zoppoli, 2014. "The merit-order effect in the Italian Power Market: the impact of solar and wind generation on national wholesale electricity prices," Working Papers 9, Department of the Treasury, Ministry of the Economy and of Finance.
- Woo, C.K. & Moore, J. & Schneiderman, B. & Ho, T. & Olson, A. & Alagappan, L. & Chawla, K. & Toyama, N. & Zarnikau, J., 2016. "Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 299-312.
- repec:bla:jfnres:v:40:y:2017:i:1:p:113-140 is not listed on IDEAS
- Joon, Cha Myung, 1984. "Variances and covariances of forecasts made with stochastic variables in 3SLS and their application to public policy," ISU General Staff Papers 1984010108000017523, Iowa State University, Department of Economics.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:39:y:1971:i:1:p:55-60. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/essssea.html .
We have no references for this item. You can help adding them by using this form .