Short-Run Prediction and Long-Run Simulation of the Wharton Model
In: Econometric Models of Cyclical Behavior, Volumes 1 and 2
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References listed on IDEAS
- Thomas H. Naylor & J. M. Finger, 1967. "Verification of Computer Simulation Models," Management Science, INFORMS, pages 92-101.
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- Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo, 1976. "Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models," MPRA Paper 24172, University Library of Munich, Germany.
- Fair Ray C, 2003.
"Bootstrapping Macroeconometric Models,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, pages 1-26.
- Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation for Research in Economics, Yale University, revised Jun 2003.
- Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
- Fair, Ray C., 1986. "Evaluating the predictive accuracy of models," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 33, pages 1979-1995 Elsevier.
- Victor Zarnowitz, 1978. "On the Accuracy and Properties of Recent Macroeconomic Forecasts," NBER Working Papers 0229, National Bureau of Economic Research, Inc.
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