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Evaluating the predictive accuracy of models

In: Handbook of Econometrics

  • Fair, Ray C.

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This chapter was published in:
  • Z. Griliches† & M. D. Intriligator (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 3, number 3, January.
  • This item is provided by Elsevier in its series Handbook of Econometrics with number 3-33.
    Handle: RePEc:eee:ecochp:3-33
    Contact details of provider: Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description

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    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.:

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    1. Michael K. Evans & Lawrence R. Klein & Mitsuo Saito & Michael D. McCarthy, 1972. "Short-Run Prediction And Long-Run Simulation Of The Wharton Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 139-200 National Bureau of Economic Research, Inc.
    2. Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
    3. T. Muench & A. Rolnick & N. Wallace, 1974. "Tests for Structural Change and Prediction Intervals for the reduced Forms of Two Structural Models of the U.S.: THe FRB-MIT and Michigan Quarterly Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 3, pages 45-74 National Bureau of Economic Research, Inc.
    4. George R. Green & Maurice Liebenberg & Albert A. Hirsch, 1972. "Short- And Long-Term Simulations With The Obe Econometric Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 25-138 National Bureau of Economic Research, Inc.
    5. Fair, Ray C, 1980. "Estimating the Expected Predictive Accuracy of Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-78, June.
    6. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
    7. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    8. Yoel Haitovsky & George Treyz & Vincent Su, 1974. "Forecasts with Quarterly Macroeconomic Models," NBER Books, National Bureau of Economic Research, Inc, number hait74-1, October.
    9. Gary Fromm & Lawrence R. Klein, 1976. "THE NBER/NSF Model Comparison Seminar: An Analysis of Results," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 1-28 National Bureau of Economic Research, Inc.
    10. Gary Fromm & Lawrence R. Klein & George R. Schink, 1972. "Short- And Long-Term Simulations With The Brookings Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 201-310 National Bureau of Economic Research, Inc.
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