A Note on the Variance of Ex-Post Forecasts in Econometric Models

Principles of Econometrics

1973 • 3,349 citations

The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

1961 • 168 citations

Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

1980 • 88 citations

On the Asymptotic Distribution of Impact and Interim Multipliers

1978 • 41 citations

The One-Period Forecast Errors in Nonlinear Econometric Models

1980 • 40 citations

A Note on the Variance of a Matrix

1968 • 40 citations

Uncertainty of policy recommendations for nonlinear econometric models: some empirical results

1982 • 4 citations