Control Variates to Estimate the Reduced Form Variance in Econometric Models
G Calzolari, FP Sterbenz - Econometrica: Journal of the Econometric Society, 1986 - JSTOR
While in the case of linear econometric models there is no difficulty in passing from the
structural form to the reduced form, this is generally not the case for nonlinear models. When …
structural form to the reduced form, this is generally not the case for nonlinear models. When …
Alternative specifications of the error process in the stochastic simulation of econometric models
FP Sterbenz, G Calzolari - Journal of Applied Econometrics, 1990 - Wiley Online Library
This paper analyses the stochastic simulation of econometric models using three different
methods for specifying the probability distribution of the structural error terms. The impact of …
methods for specifying the probability distribution of the structural error terms. The impact of …
La varianza delle previsioni nei modelli econometrici
G Calzolari - 1987 - mpra.ub.uni-muenchen.de
In econometric models specified as systems of simultaneous equations, forecast errors can
be regarded as random variables whose variances can be investigated, analyzed and …
be regarded as random variables whose variances can be investigated, analyzed and …