Asymptotic properties of dynamic multipliers in nonlinear econometric models
Carlo Bianchi,
Giorgio Calzolari,
Paolo Corsi and
Lorenzo Panattoni
MPRA Paper from University Library of Munich, Germany
Abstract:
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can be applied to nonlinear macroeconometric models, thus extending methods available in the literature for linear models.
Keywords: Macroeconometric models; multipliers; asymptotic standard errors; inconsistency (search for similar items in EconPapers)
JEL-codes: C15 C87 (search for similar items in EconPapers)
Date: 1985
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Published in Economic Notes 14 (1985): pp. 97-117
Downloads: (external link)
https://mpra.ub.uni-muenchen.de/24401/1/MPRA_paper_24401.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:24401
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 ().