Add to ORKGWhen dealing with nonlinear econometric models, resort is often made to simulation techniques for the investigation of their dynamic properties. A spectral analysis using stochastic and analytic simulation is carried out on a nonlinear model of the Italian economy. The two approaces are empirically compared
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
Abstract: The present work applies several advanced spectral methods to the analysis of GDP fluctuat...
The complete validation of an econometric model is a process which involves a formidable number of a...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This paper describes the results of some stochastic simulation experiments performed on the most upd...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
In this paper the results of six different estimation methods appliead to a linear aggregated model ...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
This paper is concerned with the use of spectral analysis to analyze data generated by computer simu...
Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properti...
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, wh...
summary: this paper dealt with an analytical method for calculating the stochastic properties of the...
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
Abstract: The present work applies several advanced spectral methods to the analysis of GDP fluctuat...
The complete validation of an econometric model is a process which involves a formidable number of a...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This paper describes the results of some stochastic simulation experiments performed on the most upd...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
In this paper the results of six different estimation methods appliead to a linear aggregated model ...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
This paper is concerned with the use of spectral analysis to analyze data generated by computer simu...
Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properti...
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, wh...
summary: this paper dealt with an analytical method for calculating the stochastic properties of the...
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
Abstract: The present work applies several advanced spectral methods to the analysis of GDP fluctuat...
The complete validation of an econometric model is a process which involves a formidable number of a...