A nonparametric framework for deriving the asymptotic MSE-optimal predictor for a multiplicative model is presented. The resulting predictor is compared to several known competitors in a limited Monte Carlo experiment.
MLA
Aigner, Dennis J.. “Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term.” Econometrica, vol. 42, .no 4, Econometric Society, 1974, pp. 737-748, https://www.jstor.org/stable/1913942
Chicago
Aigner, Dennis J.. “Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term.” Econometrica, 42, .no 4, (Econometric Society: 1974), 737-748. https://www.jstor.org/stable/1913942
APA
Aigner, D. J. (1974). Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term. Econometrica, 42(4), 737-748. https://www.jstor.org/stable/1913942
The Executive Committee of the Econometric Society has approved an increase in the publication fees for papers in its two Open Access journals, Quantitative Economics and Theoretical Economics.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.
