Estimation and Prediction in Interdependent Systems in the Presence of Specification Errors

Mult i relät ional models involving simultaneously dependent linear equations are often employed in prediction and regulation of economic systems. The prediction purposes focus their attention on the reduced form of the model, relating each endogenous variable to exogenous variables, predicted outsi...

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Bibliographic Details
Main Author: Westlund, Anders
Format: Doctoral Thesis
Language:English
Published: Umeå universitet, Statistiska institutionen 1975
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-7170

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