Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems

by Mariano, Roberto S., Brown, B.W.
Published 1983

Predictors in Dynamic Nonlinear Models: Large-Sample Behavior

by Mariano, Roberto S., Brown, B.W.
Published 1989

Stochastic Simulation, Prediction, and Validation of Nonlinear Models

by Mariano, Roberto S., Brown, B.W.
Published 1989

Stochastic-Simulation Tests of Nonlinear Econometric Models

by Mariano, Roberto S., Brown, B.W.
Published 1991

Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System

by Mariano, Roberto S., Brown, B.W.
Published 1984

Measures of Deterministic Prediction Bias in Nonlinear Models

by Mariano, Roberto S., Brown, B.W.
Published 1989

Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System

by Brown, B. W., Mariano, Roberto S.
Published 1983

Stochastic Prediction in Dynamic Nonlinear Econometric Systems

by Mariano, Roberto S., Brown, B.W.
Published 1985

Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems

by Mariano, Roberto S., Brown, B.W.
Published 1983

Prediction, Filtering, and Smoothing in Nonlinear and Nonnormal Cases Using Monte-Carlo Integration

by Mariano, Roberto S., Tanizaki, Hisashi, Van Dijk, Herman, Monfort, Alain, Brown, B.W.
Published 1994

Stochastic Simulations for Inference in Nonlinear Errors-in-Variables Models

by Mariano, Roberto S., Brown, B.W., Maddala, G.S., Rao, C. R., Vinod, H.D.
Published 1993