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

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1980): Significance of the characteristic roots of linearized econometric models. Published in: Paper presented at the Economics and Control Conference, Princeton University (4 June 1980): pp. 1-14.
Classification:	C63 - Computational Techniques ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	BASE

Persistent link: https://www.econbiz.de/10015223039