Search Results - subject:"errors"

On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)

Benkard, C. Lanier; Berry, Steven - Cowles Foundation for Research in Economics, Yale University

This note revisits the identification theorems of B. Brown (1983) and Roehrig (1988). We describe an error in the proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the identification of the reduced form. Specifically, contrary...

Persistent link: https://www.econbiz.de/10005087358

The asymptotic distribution of impact multipliers for a non-linear structural econometric model,

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1977

The problem of deriving asymptotic statistical properties of impact multipliers from a consistent estimate of a structural non-linear econometric model is discussed. The theoretical aspects, which generalize the results derived by Goldberger, Nagar and Odeh for linear models, are analyzed in...

Persistent link: https://www.econbiz.de/10008565107

A simulation approach to some dynamic properties of econometric models

Bianchi, Carlo; Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1980

Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.

Persistent link: https://www.econbiz.de/10008490478

The asymptotic distribution of power spectra in dynamic econometric models

Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1979

Starting from a consistent and asymptotically normally distributed structural estimate of a dynamic econometric model, this paper provides an analytical derivation of the asymptotic distribution of spectra and cross spectra of the jointly dependent variables. A numerical example is provided on...

Persistent link: https://www.econbiz.de/10008490559

On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1979

corrections of errors in an earlier draft. …

Persistent link: https://www.econbiz.de/10008548838

Estimation of Fractional Integration in the Presence of Data Noise

Haldrup, Niels; Nielsen, Morten Oe. - School of Economics and Management, University of Aarhus

integration when data is contaminated by noise. In particular, measurement errors, additive outliers, temporary change outliers … errors, additive outliers, temporary change outliers, and structural change outliers are addressed. It occurs that when the … that is not too persistent. Keywords: Fractional integration, long memory, outliers, measurement errors, structural change …

Persistent link: https://www.econbiz.de/10005198828

Measurement Errors and Outliers in Seasonal Unit Root Testing

Haldrup, Niels; Montanés, Antonio; Sanso, Andreu - School of Economics and Management, University of Aarhus

measurement errors. In this paper we analyse the above types of data irregularities on the behaviour of seasonal unit root tests …. It occurs that in most cases outliers and measurement errors can seriously affect inference towards the rejection of … the outliers as well as on the signal to noise ratio associated with measurement errors. Some solutions to the implied …

Persistent link: https://www.econbiz.de/10005439992

Forest Products Trade Flow Discrepancies--Unintentional and International Errors

Janse, Gerben - In: Scandinavian Forest Economics: Proceedings of the …, 40

Forest products trade flow data consists of two observations for each trade flow. The first observation is made by an exporting country A(concerning exports to importing country B) and the second observation is made by the importing country B(concerning imports from the previously mentioned,...

Persistent link: https://www.econbiz.de/10011168097

Fiscal forecast errors

Merola, Rossana; Pérez García, Javier José

The fact that the literature tends to find optimistic biases in national fiscal projections has led to a growing recognition in the academic and policy arenas of the need for independent forecasts in the fiscal domain, prepared by independent agencies, such as the European Commission in the case...

Persistent link: https://www.econbiz.de/10012530394

Impact of Climate Change on Yield of Major Food Crops in Tamil Nadu, India

Saravanakumar, V. - The South Asian Network for Development and …

This study uses panel data for 39 years and 13 districts to estimate the yield sensitivity of major food crops to climate change in the South Indian state of Tamil Nadu. We first estimate the marginal impacts of climate variables on crop yield using Panel Corrected Standard Error (PCSE) models....

Persistent link: https://www.econbiz.de/10011196429