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- Title
SOME SMALL SAMPLE EVIDENCE ON THE DISTRIBUTION OF DYNAMIC SIMULATION FORECASTS.
- Authors
Schmidt, Peter
- Abstract
The article examines small sample evidence on the distribution of dynamic simulation forecasts. A Monte Carlo experiment was used to describe the distribution of the dynamic simulation forecasts. It attempted to find out whether using the term (1/7) or ignoring it leads to the normal distribution. It also closely approximated the distribution of the errors of dynamic simulation forecasts. A section of the study has given the results of the experiments. Another experiment compares the results to those gotten by simulation of the distribution of forecast errors.
- Subjects
ECONOMIC forecasting; ECONOMICS; SIMULATION methods &; models; ECONOMETRICS; ECONOMIC indicators; FORECASTING; DISTRIBUTION (Economic theory); COMPUTER simulation
- Publication
Econometrica, 1977, Vol 45, Issue 4, p997
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912687