Asymptotic properties of dynamic multipliers in nonlinear econometric models

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.

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Year of publication:	1985
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo ; Panattoni, Lorenzo

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1985): Asymptotic properties of dynamic multipliers in nonlinear econometric models. Published in: Economic Notes No. 14 (1985): pp. 97-117.
Classification:	C87 - Econometric Software ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	BASE

Persistent link: https://www.econbiz.de/10015222642