Abstracts - faqs.org

Abstracts

Economics

Search abstracts:
Abstracts » Economics

Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System

Article Abstract:

Deterministic and stochastic predictors are compared in an analysis of the large sample asymptotic behavior in a nonlinear simultaneous system. Well-defined measures or asymptotic bias are obtained as well as the mean squared error of point predictors. Use of the Monte Carlo Simulation is advocated.

Author: Mariano, R.S., Brown, B.W.
Publisher: Blackwell Publishers Ltd.
Publication Name: International Economic Review
Subject: Economics
ISSN: 0020-6598
Year: 1983

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Estimation and Inference for Heteroscedastic Systems of Equations

Article Abstract:

A parameter covariance matrix for systems of equations is proposed for its robustness to heteroscedastic errors. A parameter estimator which is efficient under heteroscedasticity and parameter restrictions is suggested. Estimator performance is good.

Author: Duncan, G.M.
Publisher: Blackwell Publishers Ltd.
Publication Name: International Economic Review
Subject: Economics
ISSN: 0020-6598
Year: 1983
Study and teaching, Estimation theory

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


A Comparison of the Performance of Three Flexible Functional Forms

Article Abstract:

The performance of flexible forms in modeling technology is examined using Monte Carlo Simulations. Tracking ability, departures from unity, and input complementarity are examined. Performance of the translog form was satisfactory.

Author: Guilkey, D.K., Knox Lovell, C.A., Sickles, R.C.
Publisher: Blackwell Publishers Ltd.
Publication Name: International Economic Review
Subject: Economics
ISSN: 0020-6598
Year: 1983
Econometrics, Comparative analysis

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Subjects list: Analysis, Statistics, Statistics (Data)
Similar abstracts:
  • Abstracts: Analytic derivatives of the matrix exponential for estimation of linear continuous-time models. Discrete-time continuous-state interest rate models
  • Abstracts: Analytic derivatives of the matrix exponential for estimation of linear continuous-time models. part 2 Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
  • Abstracts: Order without equilibrium: a critical realist interpretation of Hayek's notion of spontaneous order. Hodgson on Hayek: a critique
  • Abstracts: Corruption and supervision costs in hierarchies. When do creditor rights work? Law enforcement and legal presumptions
  • Abstracts: Informative externalities and pricing in regulated multiproduct industries. Informative advertising competition
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
Some parts © 2025 Advameg, Inc.