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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1983
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/70 |
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| Institution: | Singapore Management University |
| Language: | English |