Add to ORKGThis paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinear econometric model. The system of simultaneous equations is linearized in the neighborhood of a given point, then characteristic roots and related standard errors are computed.Nonlinear econometric models; characteristic roots; eigenvalues; asymptotic standard errors
Summary: Estimated characteristic roots in stationary autoregressions are shown to give rather noisy...
Charles University in Prague Faculty of Mathematics and Physics ABSTRACT OF DOCTORAL THESIS Michal P...
Two common properties of macroeconomic models are non-linearities and dynamics characterised by a no...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
This paper presents a solution to an important econometric problem, namely the root n consistent est...
SUMMARY: The asymptotic distribution of residual autocorrelations for some very general nonlinear ti...
summary:In nonlinear regression models an approximate value of an unknown parameter is frequently at...
Estimated characteristic roots in stationary autoregressions are shown to give rather noisy informat...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
In this paper we consider the polynomial regression model in the presence of multiplicative mea sure...
Estimated characteristic roots in stationary autoregressions are shown to give rather noisy informat...
It is known that the least-squares class of algorithms produce unbiased estimates providing certain ...
Summary: Estimated characteristic roots in stationary autoregressions are shown to give rather noisy...
Charles University in Prague Faculty of Mathematics and Physics ABSTRACT OF DOCTORAL THESIS Michal P...
Two common properties of macroeconomic models are non-linearities and dynamics characterised by a no...
This paper shows how to compute asymptotic standard errors of the characteristic roots of a nonlinea...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can ...
This paper presents a solution to an important econometric problem, namely the root n consistent est...
SUMMARY: The asymptotic distribution of residual autocorrelations for some very general nonlinear ti...
summary:In nonlinear regression models an approximate value of an unknown parameter is frequently at...
Estimated characteristic roots in stationary autoregressions are shown to give rather noisy informat...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
In this paper we consider the polynomial regression model in the presence of multiplicative mea sure...
Estimated characteristic roots in stationary autoregressions are shown to give rather noisy informat...
It is known that the least-squares class of algorithms produce unbiased estimates providing certain ...
Summary: Estimated characteristic roots in stationary autoregressions are shown to give rather noisy...
Charles University in Prague Faculty of Mathematics and Physics ABSTRACT OF DOCTORAL THESIS Michal P...
Two common properties of macroeconomic models are non-linearities and dynamics characterised by a no...