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"A Comparison of Alternative Estimators of Macroeconomic Models," International Economic Review, 1973.

Paper: pdf file

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.