:::

詳目顯示

回上一頁
題名:隨機性迴歸子下之預測組合理論
書刊名:中國統計學報
作者:梁國源高志祥
出版日期:1994
卷期:32:3
頁次:頁367-388
主題關鍵詞:分配收斂預測組合預測誤差均方差二次式隨機性迴歸子Convergence in distributionForecast combinationForecasting errorMean squared errorQuadratic formStochastic regressors
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(3) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:8
  • 點閱點閱:21
期刊論文
1.Newbold, Paul、Granger, Clive W. J.(1974)。Experience with Forecasting Univariate Time Series and the Combination of Forecasts。Journal of the Royal Statistical Society: Series A (General),137(2),131-165。  new window
2.Bates, J. M.、Granger, C. W. J.(1969)。The Combination of Forecasts。Operational Research Quarterly,20(4),451-468。  new window
3.Liang, K. Y.(1992)。On the Sign of the Optimal Combining Weights under the Error-variance Minimizing Criterion。Journal of Forecasting,11(8),719-723。  new window
4.Liang, K. Y.、Shih, Y. C.(1994)。Bayesian Composite Forecasts: An Extension and A Clarification。Journal of Quantitative Economics,10(1),105-122。  new window
5.Clemen, Robert T.(1989)。Combining Forecasts: A Review and Annotated Bibliography。International Journal of Forecasting,5(4),559-583。  new window
6.Amemiya, T.(1980)。Selection of regressors。International Economics Review,21(2),331-354。  new window
7.Anandalingam, G.、Chen, L.(1989)。Linear combination of forecasts: a general baysian model。J. Forecast.,8,199-214。  new window
8.Binkley, J. K.、Philip, C. A.(1987)。The fixed X assumption in econometrics: can the textbooks be true?。Amer. Statist.,41,206-214。  new window
9.Clemen, R. T.(1986)。Linear constraints and efficiency of combined forecasts。J. Forecast.,5,31-38。  new window
10.Granger, C. W. J.、Ramanathan, R.(1984)。Improved method of combining forecasts。J. Forecast.,3,197-204。  new window
11.Kinal, T.、Lahiri, K.(1983)。Specification error analysis with stochastic regressors。Econometrica,4,1209-1219。  new window
12.Trenkler, G.、Liski, E. P.(1986)。Linear constraints and efficiency of the combined forecasts。J. Forecast.,5,197-202。  new window
13.梁國源、邱萬益(19880300)。我國國內生產毛額之預測組合。經濟論文叢刊,16(1),59-78。new window  延伸查詢new window
14.梁國源、邱繼輝(19960300)。論三種外部資訊與經濟計量模型預測值之組合方法。經濟論文,24(1),85-113。new window  延伸查詢new window
會議論文
1.Akaike, H.(1973)。Information theory and the existence of maximum likelihood principle。The 2nd International Symposium on Information Theory。Budapest:Akailseoniai-Kiudo。267-281。  new window
2.Liang, K. Y.(1988)。The equivalence of combining weight estimates from the normal model and from the Granger/Ramanathan's regression method B。The annual meeting of the American Statistical Association,234-236。  new window
3.梁國源、王國雍(1989)。我國國內生產毛額總項預測與分項預測總合之比較。台灣計量經濟模型研討會。台北:中央研究院經濟研究所。173-206。  延伸查詢new window
圖書
1.Roussas, George G.(1973)。A First Course in Mathematical Statistics。Reading, Massachusetts:Addison-Wesley Publishing Co.。  new window
2.Judge, G. G.、Griffiths, W. E.、Hill, R. C.、Lütkepohl, H.、Lee, T. C.(1985)。The Theory and Practice of Econometrics。New York, NY:John Wiley & Sons。  new window
3.Spanos, A.(1986)。Statistical Foundations of Econometric Modelling。Cambridge:Cambridge University Press。  new window
單篇論文
1.Liang, K. Y.,Ryu, K.(1994)。Selecting the Form of Combining Regression Using Recursive Method under Prediction Criteria,Department of Economics, National Tsing Hua University:University of California at Los Angeles。  new window
2.梁國源,邱繼輝(1994)。經濟計量與外部資訊模型預測值之組合--台灣的實證分析,國立清華大學經濟學系。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top