The error of prediction for a simultaneous equation model

Alexander Gorobets ()
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Alexander Gorobets: Sevastopol National Technical University

Economics Bulletin, 2005, vol. 3, issue 17, 1-7

Abstract: 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 (search for similar items in EconPapers)
Date: 2005-03-25
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