The asymptotic distribution of impact multipliers for a non-linear structural econometric model
Carlo Bianchi (),
Giorgio Calzolari and
MPRA Paper from University Library of Munich, Germany
The problem of deriving asymptotic statistical properties of impact multipliers from a consistent estimate of a structural non-linear econometric model is discussed. The theoretical aspects, which generalize the results derived by Goldberger, Nagar and Odeh for linear models, are analyzed in detail, as well as the numerical (computational) aspects. Numerical results are finally displayed for an econometric model well known in the literature.
Keywords: Asymptotic standard errors; impact multipliers; econometric models (search for similar items in EconPapers)
JEL-codes: C63 C30 (search for similar items in EconPapers)
Date: 1977, Revised 1979
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Published in Seminari di Econometria e di Matematica Applicata. Universita' degli Studi di Modena: Istituto Statistico-Matematico, Facolta' di Economia e Commercio, (1979): pp. 1-24
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:24537
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