Add to ORKGThis paper deals with methods to estimate standard errors of dynamic multipliers. These methods can be applied to nonlinear macroeconometric models, thus extending methods available in the literature for linear models
A method for evaluating the reliability of policy recommendations derived from a linear dynamic stru...
Period of award 1 Sep 1995 - 31 Aug 1998Available from British Library Document Supply Centre-DSC:37...
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. ...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
The problem of deriving asymptotic statistical properties of impact multipliers from a consistent es...
In nonlinear econometric models, the evaluation of forecast errors is usually performed, completely ...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
The problem of deriving asymptotic statistical properties of impact multipliers from a consistent es...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
We consider least absolute error estimation in a nonlinear dynamic model with neither independent no...
A method for evaluating the reliability of policy recommendations derived from a linear dynamic stru...
Period of award 1 Sep 1995 - 31 Aug 1998Available from British Library Document Supply Centre-DSC:37...
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. ...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
The problem of deriving asymptotic statistical properties of impact multipliers from a consistent es...
In nonlinear econometric models, the evaluation of forecast errors is usually performed, completely ...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
The problem of deriving asymptotic statistical properties of impact multipliers from a consistent es...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
We consider least absolute error estimation in a nonlinear dynamic model with neither independent no...
A method for evaluating the reliability of policy recommendations derived from a linear dynamic stru...
Period of award 1 Sep 1995 - 31 Aug 1998Available from British Library Document Supply Centre-DSC:37...
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. ...