Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
Discusses the asymptotic behavior of predictors in nonlinear simultaneous systems. Derivation and comparison of asymptotic moments of deterministic and stochastic predictors; Creation of asymptotically biased and inefficient forecasts through deterministic predictor; Analysis on the replication of s...
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Institutional Knowledge at Singapore Management University
1983
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sg-smu-ink.soe_research-10692010-09-23T05:48:03Z Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System Brown, B. W. Mariano, Roberto S. Discusses the asymptotic behavior of predictors in nonlinear simultaneous systems. Derivation and comparison of asymptotic moments of deterministic and stochastic predictors; Creation of asymptotically biased and inefficient forecasts through deterministic predictor; Analysis on the replication of stochastic simulations; Asymptotic mean squared prediction error of the Monte Carlo predictor. 1983-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/70 info:doi/10.2307/2648783 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics |
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Singapore Management University |
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SMU Libraries |
| continent |
Asia |
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Singapore Singapore |
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SMU Libraries |
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InK@SMU |
| language |
English |
| topic |
Economics |
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Economics Brown, B. W. Mariano, Roberto S. Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| description |
Discusses the asymptotic behavior of predictors in nonlinear simultaneous systems. Derivation and comparison of asymptotic moments of deterministic and stochastic predictors; Creation of asymptotically biased and inefficient forecasts through deterministic predictor; Analysis on the replication of stochastic simulations; Asymptotic mean squared prediction error of the Monte Carlo predictor. |
| format |
text |
| author |
Brown, B. W. Mariano, Roberto S. |
| author_facet |
Brown, B. W. Mariano, Roberto S. |
| author_sort |
Brown, B. W. |
| title |
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| title_short |
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| title_full |
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| title_fullStr |
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| title_full_unstemmed |
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
| title_sort |
asymptotic behavior of predictors in a nonlinear simultaneous system |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1983 |
| url |
https://ink.library.smu.edu.sg/soe_research/70 |
| _version_ |
1770569021030137856 |