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MEASURES OF DETERMINISTIC PREDICTION BIAS IN NONLINEAR MODELS
被引:15
作者
:
BROWN, BW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, BW
[
1
]
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
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
收藏
页码:667 / 684
页数:18
相关论文
共 12 条
[1]
THE ONE-PERIOD FORECAST ERRORS IN NON-LINEAR ECONOMETRIC-MODELS
BIANCHI, C
论文数:
0
引用数:
0
h-index:
0
BIANCHI, C
CALZOLARI, G
论文数:
0
引用数:
0
h-index:
0
CALZOLARI, G
[J].
INTERNATIONAL ECONOMIC REVIEW,
1980,
21
(01)
: 201
-
208
[2]
BIANCHI C, 1976, SIMULATION SYSTEMS
[3]
RESIDUAL-BASED PROCEDURES FOR PREDICTION AND ESTIMATION IN A NONLINEAR SIMULTANEOUS SYSTEM
BROWN, BW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, BW
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
MARIANO, RS
[J].
ECONOMETRICA,
1984,
52
(02)
: 321
-
343
[4]
BROWN BW, 1989, IN PRESS ECONOMETRIC
[5]
ANTITHETIC VARIATES TO ESTIMATE THE SIMULATION BIAS IN NON-LINEAR MODELS
CALZOLARI, G
论文数:
0
引用数:
0
h-index:
0
机构:
Centro Scientifico IBM, Pisa
CALZOLARI, G
[J].
ECONOMICS LETTERS,
1979,
4
(04)
: 323
-
328
[6]
ESTIMATING THE EXPECTED PREDICTIVE ACCURACY OF ECONOMETRIC-MODELS
FAIR, RC
论文数:
0
引用数:
0
h-index:
0
FAIR, RC
[J].
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
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, PHILADELPHIA, PA 19104 USA
MARIANO, RS
BROWN, BW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, PHILADELPHIA, PA 19104 USA
BROWN, BW
[J].
INTERNATIONAL ECONOMIC REVIEW,
1983,
24
(03)
: 523
-
536
[9]
MARIANO RS, 1983, STUDIES EC TIME SERI
[10]
NAGAR AL, 1969, BROOKINGS MODEL FURT
←
1
2
→
共 12 条
[1]
THE ONE-PERIOD FORECAST ERRORS IN NON-LINEAR ECONOMETRIC-MODELS
BIANCHI, C
论文数:
0
引用数:
0
h-index:
0
BIANCHI, C
CALZOLARI, G
论文数:
0
引用数:
0
h-index:
0
CALZOLARI, G
[J].
INTERNATIONAL ECONOMIC REVIEW,
1980,
21
(01)
: 201
-
208
[2]
BIANCHI C, 1976, SIMULATION SYSTEMS
[3]
RESIDUAL-BASED PROCEDURES FOR PREDICTION AND ESTIMATION IN A NONLINEAR SIMULTANEOUS SYSTEM
BROWN, BW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, BW
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
MARIANO, RS
[J].
ECONOMETRICA,
1984,
52
(02)
: 321
-
343
[4]
BROWN BW, 1989, IN PRESS ECONOMETRIC
[5]
ANTITHETIC VARIATES TO ESTIMATE THE SIMULATION BIAS IN NON-LINEAR MODELS
CALZOLARI, G
论文数:
0
引用数:
0
h-index:
0
机构:
Centro Scientifico IBM, Pisa
CALZOLARI, G
[J].
ECONOMICS LETTERS,
1979,
4
(04)
: 323
-
328
[6]
ESTIMATING THE EXPECTED PREDICTIVE ACCURACY OF ECONOMETRIC-MODELS
FAIR, RC
论文数:
0
引用数:
0
h-index:
0
FAIR, RC
[J].
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
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, PHILADELPHIA, PA 19104 USA
MARIANO, RS
BROWN, BW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, PHILADELPHIA, PA 19104 USA
BROWN, BW
[J].
INTERNATIONAL ECONOMIC REVIEW,
1983,
24
(03)
: 523
-
536
[9]
MARIANO RS, 1983, STUDIES EC TIME SERI
[10]
NAGAR AL, 1969, BROOKINGS MODEL FURT
←
1
2
→