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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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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.
近單根模型
方均預測誤差
near-integrated models
mean-squared prediction errors

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