Munich Personal RePEc Archive

A simulation approach to some dynamic properties of econometric models

Bianchi, Carlo and Calzolari, Giorgio (1980): A simulation approach to some dynamic properties of econometric models. Published in: Mathematical Programming and its Economic Application, ed. by G. Castellani, and P. Mazzoleni No. Milano: Franco Angeli Editore (1981): pp. 607-621.

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Abstract

Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.

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