Econometric Modeling as Information Aggregation
收藏NBER1987-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2233
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资源简介：
A forecast produced by an econometric model is a weighted aggregate of predetermined variables in the model. In many models the number of predetermined variables used is very large, often exceeding the number of observations. A method is proposed in this paper for testing an econometric model as an
提供机构：
美国国家经济研究局
创建时间：
1987-05-01
