Improved estimates and forecasts of error correction models in economics

DOI10.1016/0165-1765(94)00489-7zbMath0816.90034OpenAlexW1999807713MaRDI QIDQ5906653

Tran Van Hoa

Publication date: 6 February 1995

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00489-7

zbMATH Keywords

estimationforecastingerror correction modelsaverage mean squared errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

Cites Work

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• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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