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Simulation properties of alternative methods of estimation: an application to a model of the Italian economy

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  • Bianchi, Carlo
  • Calzolari, Giorgio
  • Corsi, Paolo

Abstract

In this paper the results of six different estimation methods appliead to a linear aggregated model of the Italian economy are at first displayed. Afterwards, the inherent dynamic characteristics and the simulation properties of the six sets of estimates are analyzed. In no case the obtained results show a clear cut prevalence of one estimation method on the others, at least as far as the used indicators are concerned.

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File URL: http://mpra.ub.uni-muenchen.de/22965/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 22965.

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Date of creation: 1976
Date of revision: 1976
Handle: RePEc:pra:mprapa:22965

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Keywords: Econometric models; estimation methods; simulation;

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  1. Phoebus J. Dhrymes & E. Philip Howrey & Saul H. Hymans & Jan Kmenta & Edward E. Leamer & Richard E. Quandt & James B. Ramsey & Harold T. Shapiro & Victor Zarnowitz, 1972. "Criteria For Evaluation Of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 3, pages 291-325 National Bureau of Economic Research, Inc.
  2. Klein, Lawrence R, 1969. "Estimation on Interdependent Systems in Macroeconometrics," Econometrica, Econometric Society, Econometric Society, vol. 37(2), pages 171-92, April.
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