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
Sensitivity analysis in continuous time econometric models
β Scribed by Giancarlo Gandolfo
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 667 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0898-1221
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