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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格式: | text |
語言: | English |
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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 |