RESIDUAL-BASED PROCEDURES FOR PREDICTION AND ESTIMATION IN A NONLINEAR SIMULTANEOUS SYSTEM

被引:32
作者
BROWN, BW [1 ]
MARIANO, RS [1 ]
机构
[1] UNIV PENN,PHILADELPHIA,PA 19104
关键词
D O I
10.2307/1911492
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:321 / 343
页数:23
相关论文
共 13 条
[1]   THE ONE-PERIOD FORECAST ERRORS IN NON-LINEAR ECONOMETRIC-MODELS [J].
BIANCHI, C ;
CALZOLARI, G .
INTERNATIONAL ECONOMIC REVIEW, 1980, 21 (01) :201-208
[2]  
BIANCHI C, 1976, SIMULATION SYSTEMS
[3]   ANTITHETIC VARIATES TO ESTIMATE THE SIMULATION BIAS IN NON-LINEAR MODELS [J].
CALZOLARI, G .
ECONOMICS LETTERS, 1979, 4 (04) :323-328
[4]  
Efron B., 1982, JACKKNIFE BOOTSTRAP, DOI 10.1137/1.9781611970319
[5]   ESTIMATING THE EXPECTED PREDICTIVE ACCURACY OF ECONOMETRIC-MODELS [J].
FAIR, RC .
INTERNATIONAL ECONOMIC REVIEW, 1980, 21 (02) :355-378
[6]   THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL [J].
GOLDBERGER, AS ;
NAGAR, AL ;
ODEH, HS .
ECONOMETRICA, 1961, 29 (04) :556-573
[7]  
HOWREY EP, 1971, COMPUTER SIMULATION, P299
[8]  
KLEIN LR, 1971, ESSAY THEORY EC PRED
[9]  
MARIANO R, 1983, INT ECON REV, V21, P523
[10]  
MARIANO RS, UNPUB PREDICTION BAS