Munich Personal RePEc Archive

The deterministic simulation bias in the Klein-Goldberger model

Calzolari, Giorgio (1979): The deterministic simulation bias in the Klein-Goldberger model. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 100 (July 1979): pp. 1-6.

[img]
Preview
PDF
MPRA_paper_24461.pdf

Download (157kB) | Preview

Abstract

Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear econometric models. Application to the Klein-Goldberger model exemplifies the potentiality of the method.

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.