Parcourir Faculté des arts et des sciences – Département de sciences économiques par sujet "calibration"
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Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
(Université de Montréal. Département de sciences économiques., 1997)We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type ...