Significance of the characteristic roots of linearized econometric models
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinear econometric model. The system of simultaneous equations is linearized in the neighborhood of a given point, then characteristic roots and related standard errors are computed.
|Date of creation:||Jun 1980|
|Date of revision:|
|Publication status:||Published in Paper presented at the Economics and Control Conference, Princeton University (1980): pp. 1-14|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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