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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Bibliographic Details
Main Authors: Brown, B. W., Mariano, Roberto S.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1983
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/70
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Institution: Singapore Management University
Language: English