Assessing the Fit of Simulated Multivariate Dynamic Models.

This paper develops a formal framework based on multivariate spectral techniques for assesssing the performance of multivariate dynamic models whose solution is approximated through simulation. The approach is especially suitable for models that focus on a particular frequency range , such as business cycle models.

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Year of publication:	1998
Authors:	Ortega, E.
Subject:	ECONOMETRICS \| DYNAMIC ANALYSIS \| MATHEMATICAL ANALYSIS

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Type of publication:	Book / Working Paper
Notes:	49 pages
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C53 - Forecasting and Other Model Applications ; C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005657312