La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

Econometric Evaluation of Linear Macro-Economic Models

1986 • 597 citations

The use of dummy variables to compute predictions, prediction errors, and confidence intervals

1976 • 197 citations

Monte carlo experimentation in econometrics

1984 • 196 citations

Efficient Estimation of Simultaneous Equations by Instrumental Variables

1971 • 185 citations

Bootstrapping an Econometric Model: Some Empirical Results

1984 • 167 citations

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process

1971 • 133 citations

Estimating the Expected Predictive Accuracy of Econometric Models

1980 • 130 citations

Nonlinear Regression Models

2005 • 102 citations

Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations

1977 • 100 citations

Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System

1984 • 97 citations

The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model

1974 • 88 citations

On the efficient computation of the nonlinear full-information maximum-likelihood estimator

1980 • 81 citations

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

1981 • 47 citations

On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models

1986 • 46 citations

The Error of Forecast for Multivariate Regression Models

1961 • 45 citations

The One-Period Forecast Errors in Nonlinear Econometric Models

1980 • 40 citations

Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System

1983 • 34 citations

The Asymptotic Distribution of Dynamic Multipliers

1973 • 34 citations

Antithetic variates to estimate the simulation bias in non-linear models

1979 • 34 citations

Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors

1981 • 33 citations

The use of indicator variables in computing predictions

1980 • 31 citations

Preliminary Data Errors and Their Impact on the Forecast Error of Simultaneous-Equations Models

1986 • 30 citations

Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study

1988 • 29 citations

Estimating predictions, prediction errors and their standard deviations using constructed variables

1984 • 25 citations

Dynamic Properties of Nonlinear Econometric Models

1972 • 24 citations

On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models

1980 • 22 citations

On the efficient estimation methods for the macro-economic models nonlinear in variables

1978 • 21 citations

Full Information Instrumental Variables Estimation of Simultaneous Equations Systems

1974 • 18 citations

Uncertainty and forecast precision

1986 • 15 citations

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

1982 • 13 citations

Control Variates to Estimate the Reduced Form Variance in Econometric Models

1986 • 12 citations

Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model

1976 • 11 citations

Stochastic simulation as a validation tool for econometric models

1977 • 9 citations

A Study of Discretionary and Nondiscretionary Monetary and Fiscal Policies in the Context of Stochastic Macroeconometric Models

1972 • 9 citations

A Note on the Numerical Results by Goldberger, Nagar, and Odeh

1979 • 8 citations

Forecast Variance in Dynamic Simulation of Simultaneous Equation Models

1987 • 7 citations

DATA REVISIONS AND FORECASTING ACCURACY: AN ECONOMETRIC ANALYSIS BASED ON PRELIMINARY AND REVISED NATIONAL ACCOUNTING ESTIMATES*

1973 • 5 citations

Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results

1983 • 5 citations

Simplification of Large Scale Macroeconometric Models

1985 • 5 citations

Simulation of a Nonlinear Econometric Model

1979 • 4 citations

Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana [2SLS with principal components: estimation of a nonlinear model of the Italian economy]

1982 • 3 citations

Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix

1984 • 2 citations