Predictors in Dynamic Nonlinear Models: Large-Sample Behavior

Predictors in Dynamic Nonlinear Models: Large-Sample Behavior

The large-sample behavior of one-period-ahead and multiperiod-ahead predictors for a dynamic nonlinear simultaneous system is examined in this paper. Conditional on final values of the endogenous variables, the asymptotic moments of the deterministic, closed-form, Monte Carlo stochastic, and several...

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書目詳細資料
Main Authors:	Mariano, Roberto S., Brown, B.W.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 1989
主題:	Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/245
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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