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Forecast variance in simultaneous equation models: analytic and Monte Carlo methods

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Munich Personal RePEc Archive

Forecast variance in simultaneous

equation models: analytic and Monte Carlo methods

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio and Panattoni, Lorenzo

IBM Scientific Center, Pisa, Italy, INSEE, Service des Programmes, Paris, France

February 1987

Online at https://mpra.ub.uni-muenchen.de/24541/

MPRA Paper No. 24541, posted 08 Sep 2010 07:26 UTC

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