Predictive efficiency for simple non-linear models

DOI10.1016/0304-4076(89)90028-6zbMath0668.62043OpenAlexW2106290680MaRDI QIDQ1118295

William R. Parke, Thomas F. Cooley, Siddhartha Chib

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90028-6

zbMATH Keywords

Monte Carlopredictive efficiencyminimal sufficient statisticsnon-linear modelsexact predictive likelihood functionsexpected information loss

Mathematics Subject Classification ID

Linear inference, regression (62J99) Foundations and philosophical topics in statistics (62A01) General nonlinear regression (62J02)

Cites Work

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• Likelihood and other approaches to prediction in dynamic models
• Predictive likelihood
• An Optimal Prediction Function for the Normal Linear Model
• Predictive inference, sufficiency, entropy and an asymptotic likelihood principle
• Goodness of prediction fit