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

Carlo Bianchi, Giorgio Calzolari and Paolo Corsi

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Econometric models; estimation methods; simulation (search for similar items in EconPapers)
JEL-codes: C52 C53 (search for similar items in EconPapers)
Date: 1976, Revised 1976
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Compstat 1976, Proceedings in Computational Statistics Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/22965/1/MPRA_paper_22965.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22965

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().