Help for the regional economic forecaster: vector autoregression
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Volume (Year): (1979)
Issue (Month): Sum ()
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- Fair, Ray C, 1980.
"Estimating the Expected Predictive Accuracy of Econometric Models,"
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-378, June.
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- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.