Optimal simulation with econometric models
โ Scribed by Mirella Damiani; Lorenzo Panattoni
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 856 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0165-1889
No coin nor oath required. For personal study only.
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AbstractnThis paper discusses the use of simulation Analysis in continuous time econometric models. Continuous time models are formulated as nonlinear systems d dlsequWbrium difl'eventbd equations. They are linearized for estimation purposes (FIML). However slnmlaticm analysis is carried out with th