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"The Effects of Misspecification on Predictive Accuracy," in G. C. Chow and P. Corsi (eds.), Evaluating the Reliability of Macro-Economic Models, John Wiley & Sons, 1982, 193-213.
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Abstract

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Comments

The method presented in 1980#1 is used to estimate misspecification effects in the US model in this paper. The discussion in Chapter 8, Section 8.5.2, in 1984#2 is based on this paper.