A simulation approach to some dynamic properties of econometric models
Carlo Bianchi () and
MPRA Paper from University Library of Munich, Germany
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.
Keywords: Multipliers; econometric models; asymptotic standard errors; simulation (search for similar items in EconPapers)
JEL-codes: C63 C87 (search for similar items in EconPapers)
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Published in Mathematical Programming and its Economic Application, ed. by G. Castellani, and P. Mazzoleni Milano: Franco Angeli Editore (1981): pp. 607-621
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:24421
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