Econometric Modeling as Information Aggregation
收藏数据链接:
官方服务:
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



