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La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana

The variance of forecast errors in econometric models: application to a nonlinear model of the Italian economy

Carlo Bianchi () and Giorgio Calzolari

MPRA Paper from University Library of Munich, Germany

Abstract: When econometric models are used as forecasting tools, forecast errors can be decomposed into several components, one of which is due to estimation errors, while another one is due to the stochastic nature of the variables to be predicted. Conditional on model's specification and on the predetermined variables, it is possible to compute a standard error of forecasts one-step-ahead.

Keywords: Forecast errors; standard errors; nonlinear econometric model; Italian economy (search for similar items in EconPapers)
JEL-codes: C63 C3 (search for similar items in EconPapers)
Date: 1978-10-23
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