method is essentially no improvement over an unrestricted VAR, but an exact MLE is superior to both. The puzzle is solved when it is realized that asymptotically the GFSEM is a monotonic function of the one-step-ahead forecast errors regardless of the horizon. The EG estimator is inferior to the UVA
On the meaning of extensivity
β Scribed by J. Dunning-Davies
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 141 KB
- Volume
- 94
- Category
- Article
- ISSN
- 0375-9601
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