A Note on the Estimation and Prediction Inefficiency of "Dynamic" Estimators

DOI10.2307/2526106zbMath0294.62124OpenAlexW1976765248MaRDI QIDQ4047007

H. N. Johnston

Publication date: 1974

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526106

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Stochastic analysis (60H99)

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