The asymptotic distribution of prediction is derived for the general simultaneous equation model with lagged endogenous variables and vector autoregressive errors. The results turn out to be particularly simple when no lagged endogenous variables are present.
MLA
Baillie, Richard T.. “Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors.” Econometrica, vol. 49, .no 5, Econometric Society, 1981, pp. 1331-1337, https://www.jstor.org/stable/1912757
Chicago
Baillie, Richard T.. “Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors.” Econometrica, 49, .no 5, (Econometric Society: 1981), 1331-1337. https://www.jstor.org/stable/1912757
APA
Baillie, R. T. (1981). Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors. Econometrica, 49(5), 1331-1337. https://www.jstor.org/stable/1912757
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