Calibration of macroeconomic models with incomplete data—A systems approach
DOI10.1016/0898-1221(86)90061-1zbMATH Open0619.90017OpenAlexW2135202072MaRDI QIDQ3757654FDOQ3757654
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
estimationincomplete dataSingular value decompositioninteractive three-stage procedureparameter determination in macroeconomic modelsrestricted Taylor series expansionunrestricted polynomial approximation
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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