Measures of Deterministic Prediction Bias in Nonlinear Models

In this paper, techniques are developed for assessing the magnitude and importance of the prediction bias in deterministic predictions from an estimated nonlinear model. Since this bias results from the nonlinearity of the system, indirect measures are proposed which indicate the extent of nonlinear...

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Bibliographic Details
Main Authors: Mariano, Roberto S., Brown, B.W.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1989
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Online Access:https://ink.library.smu.edu.sg/soe_research/68
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Institution: Singapore Management University
Language: English