Stochastic Prediction in Dynamic Nonlinear Econometric Systems
This paper considers the large-sample asymptotic behavior of predictors in dynamic nonlinear econometric models. The analytical results summarized in this paper document potential deficiencies in the common practice of forecasting through deterministic simulations of the nonlinear model. For asympto...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1985
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/65 |
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| Institution: | Singapore Management University |
| Language: | English |