Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models

DOI10.1016/0304-4076(81)90031-2zbMath0474.62106OpenAlexW1964129799MaRDI QIDQ1158917

Giorgio Calzolari, Paolo Corsi, Carlo Bianchi

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90031-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (1)

Asymptotic standard errors of point elasticities calculated from simultaneous equation systems

Cites Work

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• On the efficient estimation methods for the macro-economic models nonlinear in variables
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The One-Period Forecast Errors in Nonlinear Econometric Models
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

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