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.

Abstract

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

• Item Type: MPRA Paper
• Language: English
• Keywords: Multipliers; econometric models; asymptotic standard errors; simulation
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software

References

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