Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.

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Year of publication:	1998
Authors:	ABDELKHALEK, Touhami ; DUFOUR, Jean-Marie
Institutions:	Département de Sciences Économiques, Université de Montréal

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Extent:	application/pdf
Series:	Cahiers de recherche.
Type of publication:	Book / Working Paper
Notes:	32 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; D58 - Computable and Other Applied General Equilibrium Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005133130