The Pagan-Shannon Approximation: Unconditional Systematic Sensitivity in Minutes

Randall Wigle

Empirical Economics, 1991, vol. 16, issue 1, 35-49

Abstract: This paper applies a simple approximation procedure to the calculation of systematic sensitivity results for a well-known computable general equilibrium model. The approximation (based on Pagan and Shannon (1985)) is found to be very accurate and requires little computing time.

Date: 1991
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