Optimal prediction in loglinear models

DOI10.1016/S0304-4076(01)00061-6zbMath0978.62089OpenAlexW2128145688WikidataQ127946029 ScholiaQ127946029MaRDI QIDQ5944503

Kees Jan van Garderen

Publication date: 5 February 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00061-6

zbMATH Keywords

Laplace transformexponential familiesnonlinear modelsprediction unbiasedness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Generalized linear models (logistic models) (62J12)

Related Items (1)

Exact interpretation of dummy variables in semilogarithmic equations

Uses Software

• GAUSS

Cites Work

• Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System
• Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
• The One-Period Forecast Errors in Nonlinear Econometric Models
• A Note on Estimation in Lognormal Models
• Some Statistical Implications of the Log Transformation of Multiplicative Models
• The Interpretation and Estimation of Cobb-Douglas Functions
• Variance of the MVUE for the Lognormal Mean
• On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Function
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