𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Pascal-clarifications and recommended extensions

✍ Scribed by Jørgen Steensgaard-Madsen

Book ID
104690938
Publisher
Springer-Verlag
Year
1979
Tongue
English
Weight
1016 KB
Volume
12
Category
Article
ISSN
0001-5903

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📜 SIMILAR VOLUMES

On the limitations of comparing mean squ
On the limitations of comparing mean square forecast errors: Clarifications and extensions
✍ Neil R. Ericsson 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

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