The covariance matrics of reduced-from coefficients and of forecasts for a structural econometric model

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TextSeries: Reprint No. 13Publication details: Wisconsin; University of Wisconsin; 1961Description: 20

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Item type	Current library	Call number	Status	Date due	Barcode
Reports	Dr VKRV Rao Library	D330 SSRI-32 (Browse shelf(Opens below))	Available		GD30047

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Previous	D330 SSRI-32 Decision rules for economic forecasting	D330 SSRI-32 On the bayesian estimation of multivariate regression	D330 SSRI-32 Geographic spillover effects and the allocation of resources to education	D330 SSRI-32 The covariance matrics of reduced-from coefficients and of forecasts for a structural econometric model	D330 SSRI-32 Three-stage least squares	D330 SSRI-32 Further properties of efficient estimators for seemingly unrelated regression equations	D330 SSRI-32 An approach to production response	Next

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