Asymptotic Likelihood-Based Prediction Functions
type: Item
instance of: scholarly article
title: Asymptotic Likelihood-Based Prediction Functions
zbMATH Open document ID: 0778.62086
DOI: 10.2307/2938307
author: Thomas F. Cooley
author: William R. Parke
published in: Econometrica
publication date: 1992-06-25T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 12904
zbMATH Keywords: predictive efficiency
zbMATH Keywords: nonnormal errors
zbMATH Keywords: asymptotic prediction functions
zbMATH Keywords: parameter uncertainty
zbMATH Keywords: predictive likelihood
zbMATH Keywords: Kullback-Leibler measure of information loss
zbMATH Keywords: relative efficiency
zbMATH Keywords: linear-normal models
zbMATH Keywords: ARCH models
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1554461655
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description: scientific article; zbMATH DE number 12904