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| Alexander Gorobets |
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| ''The error of prediction for a simultaneous equation model'' |
| ( 2005, Vol. 3 No.17 ) |
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| 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. |
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| Keywords: misspecification |
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| Manuscript Received : Nov 25 2004 | | Manuscript Accepted : Mar 25 2005 |
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