Optimal error predictors for economic models

DOI10.1080/00207728808547155MaRDI QIDQ3787334zbMATH OpenOpenAlexFDO

Authors Mario Milanese, Roberto Tempo, Antonio Vicino

Publication date 1988

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728808547155

zbMATH Keywords

optimal algorithmsdynamic multivariate Leontief modelmultiplier accelerator modeloptimal error predictorsunivariate and multivariate time series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Economic growth models (91B62)

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Cites work

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• scientific article; zbMATH DE number 3827201 (Why is no real title available?)
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• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3031372 (Why is no real title available?)
• Mathematics in economics
• Optimal algorithms theory for robust estimation and prediction

Cited in

(6)

• Mean absolute percentage error and bias in economic forecasting
• Improved estimates and forecasts of error correction models in economics
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
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• Opinion dynamics with the increasing peer pressure and prejudice on the signed graph
• Optimality of central and projection algorithms for bounded uncertainty

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