A package for analytic simulation of econometric models
Carlo Bianchi (),
Giorgio Calzolari and
MPRA Paper from University Library of Munich, Germany
Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properties of econometric models are described. Comparisons are made with analytical methods available for linear models.
Keywords: Econometric models; structural form; reduced form; analytic simulation; stochastic simulation; impact multipliers; dynamic multipliers; forecast errors; asymptotic standard errors (search for similar items in EconPapers)
JEL-codes: C53 C30 (search for similar items in EconPapers)
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Published in Optimization Techniques: Proceedings of the 9th IFIP Conference on Optimization Techniques. Warsaw, September 4-8, 1979 (1980): pp. 404-413
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:24134
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