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"A Comparison of Alternative Estimators of Macroeconomic
International Economic Review, June 1973, 261-277.
pdf file (1,035KB).
Ten estimators are used in this paper to estimate the money GNP sector
of my forecasting model--1971#5. The main aim
was to see which estimators led to the most accurate predictions.
At the time this paper was written the computation of some of the
estimators was not trivial, and considerable work went into computing
the estimates. The procedure discussed in 1973#1
was used to compute the FIMLAUTO1 and FIMLAUTO2 estimates.