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  • Search: subject:"Optimal predictor"
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Year of publication
Subject
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optimal predictor 5 Survey sampling 2 population model 2 prediction intervals 2 predictive likelihood 2 simulation 2 Balanced loss function 1 Finite population regression coefficient 1 Fisher information 1 JET Classification Numbers: C50 1 Lebesgue measure 1 Linear-exponential loss 1 Minimax predictor 1 Optimal predictor 1 Proximity bounds 1 autoregressive conditional durations 1 data generating process 1 deration 1 empirical measures 1 goodness-of-fit 1 instrumental variables 1 minimal information loss 1 multiple error model 1 multivariate 1 nonlinear 1 path dependence 1 quasi maximum likelihood 1 trends 1 unit roots 1
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Online availability
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Free 4 Undetermined 2
Type of publication
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Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 4 Undetermined 2
Author
All
Bjørnstad, Jan F. 2 Ytterstad, Elinor 2 Anatolyev, Stanislav 1 Hu, Guikai 1 Li, Qingguo 1 Phillips, Peter C.B. 1 Ploberger, Werner 1 Taylor, Larry 1 Yu, Shenghua 1
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Institution
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Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Cowles Foundation for Research in Economics, Yale University 1 Statistisk Sentralbyrå, Government of Norway 1
Published in...
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Cowles Foundation Discussion Papers 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Econometric Reviews 1 Journal of Multivariate Analysis 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1
Source
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RePEc 5 EconStor 1
Showing 1 - 6 of 6
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Optimal and minimax prediction in multivariate normal populations under a balanced loss function
Hu, Guikai; Li, Qingguo; Yu, Shenghua - In: Journal of Multivariate Analysis 128 (2014) C, pp. 154-164
Under a balanced loss function, we investigate the optimal and minimax prediction of finite population regression coefficient in a general linear regression superpopulation model with normal errors. The best unbiased prediction (BUP) is obtained in the class of all unbiased predictors. The...
Persistent link: https://www.econbiz.de/10010776639
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Dynamic modeling under linear-exponential loss
Anatolyev, Stanislav - Center for Economic and Financial Research (CEFIR), New … - 2006
-exponential (Linex). We propose to directly model the dynamics of the conditional expectation that determines the optimal predictor. The …
Persistent link: https://www.econbiz.de/10005086559
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Two-Stage Sampling from a Prediction Point of View
Bjørnstad, Jan F.; Ytterstad, Elinor - 2004
This paper considers the problem of estimating the population total in two-stage cluster sampling when cluster sizes are unknown, making use of a population model arising basically from a variance component model. The problem can be considered as one of predicting the unobserved part Z of the...
Persistent link: https://www.econbiz.de/10011968153
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Two-Stage Sampling from a Prediction Point of View
Bjørnstad, Jan F.; Ytterstad, Elinor - Statistisk Sentralbyrå, Government of Norway - 2004
This paper considers the problem of estimating the population total in two-stage cluster sampling when cluster sizes are unknown, making use of a population model arising basically from a variance component model. The problem can be considered as one of predicting the unobserved part Z of the...
Persistent link: https://www.econbiz.de/10004980686
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Cover Image
Empirical Limits for Time Series Econometric Models
Phillips, Peter C.B.; Ploberger, Werner - Cowles Foundation for Research in Economics, Yale University - 1999
achieving proximity to the optimal predictor are explored. …
Persistent link: https://www.econbiz.de/10004990803
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An R2criterion based on optimal predictors
Taylor, Larry - In: Econometric Reviews 16 (1997) 1, pp. 109-118
The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit criterion (cr2) is proposed for censored or otherwise...
Persistent link: https://www.econbiz.de/10005511981
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