Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
Carlo Bianchi (),
Giorgio Calzolari and
MPRA Paper from University Library of Munich, Germany
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.
Keywords: Econometric models; estimation methods; simulation (search for similar items in EconPapers)
JEL-codes: C53 C52 (search for similar items in EconPapers)
Date: 1976, Revised 1976
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Published in Compstat 1976, Proceedings in Computational Statistics Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22965
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