Nonlinear simulation analysis in continu
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Pier Carlo Padoan
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Article
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1992
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Elsevier Science
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English
โ 509 KB
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