首页   按字顺浏览 期刊浏览 卷期浏览 Optimale vorhersage von endogenen variablen in einem linearen system von strukturellen ...
Optimale vorhersage von endogenen variablen in einem linearen system von strukturellen gleichungen

 

作者: Helge Toutenburg,  

 

期刊: Mathematische Operationsforschung und Statistik  （Taylor Available online 1970）
卷期: Volume 1, issue 1  

页码: 69-75

 

ISSN:0047-6277

 

年代: 1970

 

DOI:10.1080/02331887008801006

 

出版商: Akademie-Verlag

 

数据来源: Taylor

 

摘要:

Known methods for predicting one variable are generalized to the case of predicting a vector of endogenous variables in the multidimensional regression model. By using the information of all equations we get better predictions (in the sense of a fixed optimalization criterion) than by predicting the vector components one by one.

 

点击下载:  PDF (272KB)



返 回