Calibration of macroeconomic models with incomplete data—A systems approach

DOI10.1016/0898-1221(86)90061-1MaRDI QIDQ3757654zbMATH OpenOpenAlexFDO

Authors Michael J. Hartley

Publication date 1986

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(86)90061-1

zbMATH Keywords

estimationincomplete dataSingular value decompositioninteractive three-stage procedureparameter determination in macroeconomic modelsrestricted Taylor series expansionunrestricted polynomial approximation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Economic growth models (91B62) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3902479 (Why is no real title available?)
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• Least squares, singular values and matrix approximations
• Singular value decomposition and least squares solutions
• Systems identification with partial information
• The Approximation of Fixed Points of a Continuous Mapping
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares

Cited in

(3)

• Neoclassical econometries: The kernel
• What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models
• A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data

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