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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

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.

Identiferoai:union.ndltd.org:CHENGCHI/A2002001508
Creators張凱君, Chang, Kai-Jiun
Publisher國立政治大學
Source SetsNational Chengchi University Libraries
Language英文
Detected LanguageEnglish
Typetext
RightsCopyright © nccu library on behalf of the copyright holders

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