A Symposium on Simultaneous Equation Estimation: Simultaneous Equation Estimation: Any Verdict Yet?
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Christ found that simultaneous equations provided forecasts that were more accurate than those from simpler regression models when tested on artificial data, but not when tested out of sample using real data.
“For example, Christ (1960) found that simultaneous equations provided forecasts that were more accurate than those from simpler regression models when tested on artificial data, but not when tested out of sample using real data.”
From Illusions in Regression Analysis (2011) · cites this paper as Christ (1960)
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- Authors
- Christ, C. F.
- Corresponding author
- Christ, Carl F.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1960-10
- Volume
- 28
- Issue
- 4
- Pages
- 835
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2321384739
- Cited by
- 46
- References
- 0
- Citations by year
- 2022: 1 · 2017: 1 · 2016: 2 · 2015: 1 · 2014: 3 · 2012: 1
- FWCI
- 2.32
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Econometrica (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
- Keywords
- simultaneous equation estimation, econometric estimation, identification, consistency, efficiency
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