Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

Econometrica: Oct, 1961, Volume 29, Issue 4

The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

https://www.jstor.org/stable/1911804
p. 556-573

A. L. Nagar, A. S. Goldberger, H. S. Odeh

For a structural econometric model, we obtain formulas for the covariance matrix of the coefficients of the derived reduced-form system and for the covariance matrix of forecasts. A numerical illustration is provided.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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