Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
Discusses the asymptotic behavior of predictors in nonlinear simultaneous systems. Derivation and comparison of asymptotic moments of deterministic and stochastic predictors; Creation of asymptotically biased and inefficient forecasts through deterministic predictor; Analysis on the replication of stochastic simulations; Asymptotic mean squared prediction error of the Monte Carlo predictor.
International Economic Review
Brown, B. W. and Mariano, Roberto S..
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System. (1983). International Economic Review. 24, (3), 523. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/70
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