Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
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Publication:3339995
DOI10.2307/2648783zbMath0548.62072OpenAlexW1969597697MaRDI QIDQ3339995
Roberto S. Mariano, Bryan W. Brown
Publication date: 1983
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2648783
asymptotic expansionsasymptotic momentsnonlinear simultaneous systemcomparison of deterministic and stochastic predictorsmeasures of asymptotic bias and mean squared errorpoint predictors
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
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