The Econometric SocietyEconometrica: Mar 1974, Volume 42, Issue 2
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model
https://doi.org/0012-9682(197403)42:2<303:TADOFI>2.0.CO;2-5
p.
303-310
Peter Schmidt
This paper considers the asymptotic distribution of forecasts made several time periods in the "future." Such forecasts typically arise in the dynamic simulation of an econometric model.Log In To View Full Content