Simulation of a nonlinear econometric model
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References listed on IDEAS
- Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978. "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper 22966, University Library of Munich, Germany, revised 1978.
- Schmidt, Peter, 1973. "The Asymptotic Distribution of Dynamic Multipliers," Econometrica, Econometric Society, vol. 41(1), pages 161-164, January.
- Bianchi, Carlo & Calzolari, Giorgio, 1980. "The One-Period Forecast Errors in Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 201-208, February.
- Howrey, E Philip & Klein, Lawrence R, 1972. "Dynamic Properties of Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(3), pages 599-618, October.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.
- Schmidt, Peter, 1974. "The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model," Econometrica, Econometric Society, vol. 42(2), pages 303-309, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982.
"Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
[2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper 22665, University Library of Munich, Germany, revised 1982.
- Calzolari, Giorgio, 1987.
"La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
More about this item
KeywordsMacroeconometric model; analytic simulation; model validation; economic policy experiments;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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