Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System

DOI10.2307/1911492zbMATH Open0547.62079OpenAlexW1990460714MaRDI QIDQ3339151FDOQ3339151

Authors Bryan Brown, Roberto S. Mariano 

Publication date 1984

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911492

zbMATH Keywords

asymptotic mean squared prediction errormisspecification analysisMonte Carlo predictornonlinear simultaneous systemresidual-based predictorstatic nonlinear econometric model

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20)

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