Add to ORKGStochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear econometric models. Application to the Klein-Goldberger model exemplifies the potentiality of the method
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
Stochastic Simulations for Inference in Nonlinear Errors-in-Variables Models, Handbook of Statistics...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
A stochastic-simulation method is proposed in this paper for obtaining median unbiased estimates of ...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
A stochastic simulation model is proposed in this paper for obtaining median unbiased (MU) estimates...
This report documents stochastic simulations of the quarterly macroeconometric model KVARTS91, imple...
The complete validation of an econometric model is a process which involves a formidable number of a...
One aspect of model behaviour that is of interest to the model builder is sensitivity to different f...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulati...
This manual describes the input requirements and the installation procedures of the program for stoc...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
Stochastic Simulations for Inference in Nonlinear Errors-in-Variables Models, Handbook of Statistics...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
A stochastic-simulation method is proposed in this paper for obtaining median unbiased estimates of ...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
A stochastic simulation model is proposed in this paper for obtaining median unbiased (MU) estimates...
This report documents stochastic simulations of the quarterly macroeconometric model KVARTS91, imple...
The complete validation of an econometric model is a process which involves a formidable number of a...
One aspect of model behaviour that is of interest to the model builder is sensitivity to different f...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulati...
This manual describes the input requirements and the installation procedures of the program for stoc...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
Stochastic Simulations for Inference in Nonlinear Errors-in-Variables Models, Handbook of Statistics...