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The Pagan-Shannon Approximation: Unconditional Systematic Sensitivity in Minutes.

This paper applies a simple approximation procedure to the calculation of systematic sensitivity results for a well-known computable general equilibrium model. The approximation (based on Pagan and Shannon (1985)) is found to be very accurate and requires little computing time.
Year of publication:
1991
Authors: Wigle, Randall M
Published in:
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 16.1991, 1, p. 35-49
Publisher: Department of Economics and Finance Research and Teaching
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005382460
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