Significance of the characteristic roots of linearized econometric models

This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinear econometric model. The system of simultaneous equations is linearized in the neighborhood of a given point, then characteristic roots and related standard errors are computed.

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Year of publication:	1980-06
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo ; Panattoni, Lorenzo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Nonlinear econometric models \| characteristic roots \| eigenvalues \| asymptotic standard errors

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C63 - Computational Techniques ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008684874