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
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