Measures of deterministic prediction bias in nonlinear models
BW Brown, RS Mariano - International Economic Review, 1989 - JSTOR
In this paper, techniques are developed for assessing the magnitude and importance of the
prediction bias in deterministic predictions from an estimated nonlinear model. Since this …
prediction bias in deterministic predictions from an estimated nonlinear model. Since this …
La varianza delle previsioni nei modelli econometrici
G Calzolari - 1987 - mpra.ub.uni-muenchen.de
In econometric models specified as systems of simultaneous equations, forecast errors can
be regarded as random variables whose variances can be investigated, analyzed and …
be regarded as random variables whose variances can be investigated, analyzed and …