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The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al

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Author Info
Arie ten Cate ()
Abstract

The computation of the derivatives of the modulus and cycle time of complex characteristic roots (eigenvalues) of dynamic economic models is not discussed adequately in the textbook of Kuh, Neese, and Hollinger (1985), "Structural Sensitivity in Econometric Models".

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File URL: http://www.cpb.nl/eng/pub/cpbreeksen/memorandum/165/memo165.pdf
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Paper provided by CPB Netherlands Bureau for Economic Policy Analysis in its series CPB Memoranda with number 165.

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Date of creation: Oct 2006
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Handle: RePEc:cpb:memodm:165

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Related research
Keywords: eigenvalues; characteristic roots; complex numbers; dynamic models; linear models; LIMO;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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This page was last updated on 2009-12-16.

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