The deterministic simulation bias in the Klein-Goldberger model

Giorgio Calzolari

MPRA Paper from University Library of Munich, Germany

Abstract: Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear econometric models. Application to the Klein-Goldberger model exemplifies the potentiality of the method.

Keywords: Stochastic simulation; nonlinear econometric models; antithetic variates; variance reduction; Klein-Goldberger model (search for similar items in EconPapers)
JEL-codes: C30 C53 C63 (search for similar items in EconPapers)
Date: 1979
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn 100 (1979): pp. 1-6

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/24461/1/MPRA_paper_24461.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:24461

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 ().