All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Alexander Gorobets
''The error of prediction for a simultaneous equation model''
( 2005, Vol. 3 No.17 )
In this paper the formulas for the matrices of the mean squared prediction error are derived for both the underfitted and the overfitted models of unrestricted reduced form of a linear simultaneous equation system.
Keywords: misspecification
Manuscript Received : Nov 25 2004 Manuscript Accepted : Mar 25 2005

  This abstract has been downloaded 1569 times                The Full PDF of this paper has been downloaded 139703 times