scientific article; zbMATH DE number 4056858

zbMATH Open0647.62107MaRDI QIDQ3792123FDOQ3792123

Authors Teun Kloek, Herman K. Van Dijk

Publication date 1986

zbMATH Keywords

stochastic equationsstructural formKlein-Goldberger modelmedium-size econometric modelsMonte Carlo integration method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30)

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