MEASURES OF DETERMINISTIC PREDICTION BIAS IN NONLINEAR MODELS

被引：15

作者：

BROWN, BW ^{[1
]}

MARIANO, RS ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

INTERNATIONAL ECONOMIC REVIEW | 1989年 / 30卷 / 03期

关键词：

D O I：

10.2307/2526782

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：667 / 684

页数：18

共 12 条

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[2]

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[3] RESIDUAL-BASED PROCEDURES FOR PREDICTION AND ESTIMATION IN A NONLINEAR SIMULTANEOUS SYSTEM [J].

BROWN, BW ;

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[4]

BROWN BW, 1989, IN PRESS ECONOMETRIC

[5] ANTITHETIC VARIATES TO ESTIMATE THE SIMULATION BIAS IN NON-LINEAR MODELS [J].

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[6] ESTIMATING THE EXPECTED PREDICTIVE ACCURACY OF ECONOMETRIC-MODELS [J].

FAIR, RC .

INTERNATIONAL ECONOMIC REVIEW, 1980, 21 (02) :355-378

[7]

HOWREY EP, 1971, COMPUTER SIMULATION

[8] ASYMPTOTIC-BEHAVIOR OF PREDICTORS IN A NON-LINEAR SIMULTANEOUS SYSTEM [J].

MARIANO, RS ;

BROWN, BW .

INTERNATIONAL ECONOMIC REVIEW, 1983, 24 (03) :523-536

[9]

MARIANO RS, 1983, STUDIES EC TIME SERI

[10]

NAGAR AL, 1969, BROOKINGS MODEL FURT

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