Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term

Econometrica: Jul, 1974, Volume 42, Issue 4

Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term

https://www.jstor.org/stable/1913942
p. 737-748

Dennis J. Aigner

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.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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