Optimal error predictors for economic models

DOI10.1080/00207728808547155zbMath0644.62098OpenAlexW2092525770MaRDI QIDQ3787334

Mario Milanese, Antonio Vicino, Roberto Tempo

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808547155

zbMATH Keywords

optimal algorithmsdynamic multivariate Leontief modelmultiplier accelerator modeloptimal error predictorsunivariate and multivariate time series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (3)

Optimality of central and projection algorithms for bounded uncertainty ⋮ Opinion dynamics with the increasing peer pressure and prejudice on the signed graph ⋮ Optimal estimation theory for dynamic systems with set membership uncertainty: An overview

Cites Work

• Optimal algorithms theory for robust estimation and prediction
• Mathematics in economics
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