Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System

DOI10.2307/2648783MaRDI QIDQ3339995zbMATH OpenOpenAlexFDO

Authors Roberto S. Mariano, Bryan 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

zbMATH Keywords

asymptotic expansionsasymptotic momentscomparison of deterministic and stochastic predictorsmeasures of asymptotic bias and mean squared errornonlinear simultaneous systempoint predictors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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• Nonlinear filters based on taylor series expansions^∗
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