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近單根模型之最小平方估計量的預測誤差 / Mean-squared prediction errors of the least squares predictors in near-integrated models張凱君, Chang, Kai-Jiun Unknown Date (has links)
The asymptotic expression for the mean-squared prediction error is discussed for the near-unit-root models. We find the mean-squared prediction error based on the ordinary least square estimator is smaller than the one using pretest estimating under some certain conditions.
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