The authors introduce, in this paper, a method for solving nonlinear quadratic Pareto problems. The method provides the analyst with a set of time series realizations for the variables in the economy. By obtaining a large number of these realizations, they can approximate the empirical distributions of a variety of statistics, which will give a detailed description of the model's properties. In particular, those statistics can be compared with the similar ones obtained from actual data, and different criteria for goodness of fit can be defined on the basis of these comparisons. Copyright 1990 by The Econometric Society.
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Article provided by Econometric Society in its journal Econometrica.
Volume (Year): 58 (1990) Issue (Month): 1 (January) Pages: 93-111 Download reference. The following formats are available: HTML,
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