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| 研究生： |
張凱君 Chang, Kai-Jiun |
|---|---|
| 論文名稱： |
近單根模型之最小平方估計量的預測誤差 Mean-squared prediction errors of the least squares predictors in near-integrated models |
| 指導教授： | 郭炳伸 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 國際經營與貿易學系 Department of International Business |
| 論文出版年： | 2001 |
| 畢業學年度： | 89 |
| 語文別： | 英文 |
| 論文頁數： | 21 |
| 中文關鍵詞： | 近單根模型 、方均預測誤差 |
| 外文關鍵詞： | near-integrated models, mean-squared prediction errors |
| 相關次數： | 點閱：242 下載：55 |
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The asymptotic expression for the mean-squared prediction error is discussed for the near-unit-root models. We find the mean-squared prediction error based on the ordinary least square estimator is smaller than the one using pretest estimating under some certain conditions.
封面頁
證明書
致謝詞
論文摘要
目錄
1 Introduction
2 Asymptotic Properties of the MSPE
3 Comparison of MSPE between OLS and Pretest Predictors
4 Conclusion
5 Appendix
Bibliography
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