"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.
Paper: pdf fileThe 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.