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Volumn 104, Issue 1, 2001, Pages 119-140

Optimal prediction in loglinear models

Author keywords

Exponential family; Laplace transform; Nonlinear models; Prediction; Unbiasedness

Indexed keywords


EID: 0348238073     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00061-6     Document Type: Article
Times cited : (10)

References (20)
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    • Bianchi, J.1    Calzolari, G.2
  • 4
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    • Residual-based stochastic prediction and estimation in a nonlinear simultaneous system
    • Brown, B.W., Mariano, R.S., 1984. Residual-based stochastic prediction and estimation in a nonlinear simultaneous system. Econometrica 52, 321-343.
    • (1984) Econometrica , vol.52 , pp. 321-343
    • Brown, B.W.1    Mariano, R.S.2
  • 5
    • 84974291820 scopus 로고
    • Predictors in dynamic nonlinear models: Large sample behaviour
    • Brown, B.W., Mariano, R.S., 1989. Predictors in dynamic nonlinear models: large sample behaviour. Econometric Theory 5, 430-452.
    • (1989) Econometric Theory , vol.5 , pp. 430-452
    • Brown, B.W.1    Mariano, R.S.2
  • 7
    • 0347838312 scopus 로고
    • On devising unbiased estimators for parameters of the Cobb-Douglass production function
    • Dhrymes, P.J., 1962. On devising unbiased estimators for parameters of the Cobb-Douglass production function. Econometrica 30, 297-304.
    • (1962) Econometrica , vol.30 , pp. 297-304
    • Dhrymes, P.J.1
  • 9
    • 0347838314 scopus 로고
    • Nonlinear models
    • Griliches, Z., Intriligator, M.D. (Eds.), North-Holland, Amsterdam
    • Fair, R., 1984. Nonlinear models. In: Griliches, Z., Intriligator, M.D. (Eds.), Handbook of Econometrics, Vol II. North-Holland, Amsterdam.
    • (1984) Handbook of Econometrics , vol.2
    • Fair, R.1
  • 10
    • 0000801611 scopus 로고
    • On the distribution of a variate whose logarithm is normally distributed
    • Finney, D.J., 1942. On the distribution of a variate whose logarithm is normally distributed. Journal of the Royal Statistical Society 7 (suppl.), 151.
    • (1942) Journal of the Royal Statistical Society , vol.7 , Issue.SUPPL. , pp. 151
    • Finney, D.J.1
  • 12
    • 0000981863 scopus 로고
    • The interpretation and estimation of Cobb-Douglas functions
    • Goldberger, A.S., 1968. The interpretation and estimation of Cobb-Douglas functions. Econometrica 36, 464-472.
    • (1968) Econometrica , vol.36 , pp. 464-472
    • Goldberger, A.S.1
  • 13
    • 0031326975 scopus 로고    scopus 로고
    • Existence of unbiased estimators of the Black/Scholes option price, other derivatives, and hedge ratios
    • Knight, J.L., Satchell, S.E., 1997. Existence of unbiased estimators of the Black/Scholes option price, other derivatives, and hedge ratios. Econometric Theory 13, 791-807.
    • (1997) Econometric Theory , vol.13 , pp. 791-807
    • Knight, J.L.1    Satchell, S.E.2
  • 16
    • 0042054714 scopus 로고
    • Asymptotic behavior of predictors in a nonlinear simultaneous system
    • Mariano, R.S., Brown, B.W., 1983. Asymptotic behavior of predictors in a nonlinear simultaneous system. International Economic Review 24, 523-536.
    • (1983) International Economic Review , vol.24 , pp. 523-536
    • Mariano, R.S.1    Brown, B.W.2
  • 19
    • 0000418629 scopus 로고
    • Some Statistical implications of the log transformation of multiplicative models
    • Teekens, R., Koerts, J., 1972. Some Statistical implications of the log transformation of multiplicative models. Econometrica 40, 793-819.
    • (1972) Econometrica , vol.40 , pp. 793-819
    • Teekens, R.1    Koerts, J.2
  • 20
    • 0031315176 scopus 로고    scopus 로고
    • Curved exponential models in econometrics
    • van Garderen, K.J., 1997. Curved exponential models in econometrics. Econometric Theory 13, 771-790.
    • (1997) Econometric Theory , vol.13 , pp. 771-790
    • Van Garderen, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.