Optimal error predictors for economic models
DOI10.1080/00207728808547155zbMATH Open0644.62098OpenAlexW2092525770MaRDI QIDQ3787334FDOQ3787334
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
Recommendations
- Improved estimates and forecasts of error correction models in economics
- Improved estimates and forecasts of error correction models in economics
- scientific article; zbMATH DE number 3852752
- Error bounds for a numerical solution for dynamic economic models
- Estimation of dynamic econometric models with errors in variables
- scientific article; zbMATH DE number 3873033
- The Efficient Estimation of Econometric Models with Rational Expectations
- Lower bounds on approximation errors to numerical solutions of dynamic economic models
- scientific article; zbMATH DE number 1418019
optimal algorithmsdynamic multivariate Leontief modelmultiplier accelerator modeloptimal error predictorsunivariate and multivariate time series models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Economic growth models (91B62)
Cites Work
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
- Title not available (Why is that?)
- Opinion dynamics with the increasing peer pressure and prejudice on the signed graph
- Optimality of central and projection algorithms for bounded uncertainty
This page was built for publication: Optimal error predictors for economic models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3787334)
