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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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1989
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/245 |
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| 機構: | Singapore Management University |
| 語言: | English |