Add to ORKGThe importance of the simulation (both deterministic and stochastic) in the validation process of a non linear econometric model is underlined. Synthetic results of a large set of simulations on a non linear model of the Italian economy are presented. The benefits and the risks of the stochastic simulation are discussed, with particular emphasis on the problem of the existence of divergences in the results of the two methods of simulation
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, wh...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
The complete validation of an econometric model is a process which involves a formidable number of a...
This paper describes the results of some stochastic simulation experiments performed on the most upd...
When dealing with nonlinear econometric models, resort is often made to simulation techniques for th...
In this paper the results of six different estimation methods appliead to a linear aggregated model ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric ...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
Simulation of stochastic non-linear econometric models is known to have desirable analytic content o...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, wh...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this pap...
The complete validation of an econometric model is a process which involves a formidable number of a...
This paper describes the results of some stochastic simulation experiments performed on the most upd...
When dealing with nonlinear econometric models, resort is often made to simulation techniques for th...
In this paper the results of six different estimation methods appliead to a linear aggregated model ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric ...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
Simulation of stochastic non-linear econometric models is known to have desirable analytic content o...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes t...
Problems related to deterministic solution of nonlinear econometric models are well known in the lit...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, wh...