A package for analytic simulation of econometric models

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.

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Year of publication:	1979
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Econometric models \| structural form \| reduced form \| analytic simulation \| stochastic simulation \| impact multipliers \| dynamic multipliers \| forecast errors \| asymptotic standard errors

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008560070