A package for analytic simulation of econometric models

Bianchi, Carlo; Calzolari, Giorgio and Corsi , Paolo (1979): A package for analytic simulation of econometric models. Published in: Optimization Techniques: Proceedings of the 9th IFIP Conference on Optimization Techniques. Warsaw, September 4-8, 1979 (September 1980): pp. 404-413.

Abstract

Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properties of econometric models are described. Comparisons are made with analytical methods available for linear models.

• Item Type: MPRA Paper
• Language: English
• Keywords: Econometric models; structural form; reduced form; analytic simulation; stochastic simulation; impact multipliers; dynamic multipliers; forecast errors; asymptotic standard errors
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Other Model Applications; C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C30 - General

References

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