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: Brown, B. W., Mariano, Roberto S.
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 1983
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在線閱讀:https://ink.library.smu.edu.sg/soe_research/70
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機構: Singapore Management University
語言: English