Berliant, Marcus; Dakhlia, Sami - In: Economic Theory 19 (2002) 3, pp. 459-476
Pagan and Shannon's (1985) widely used approach employs local linearizations of a system of non-linear equations to obtain asymptotic distributions for the endogenous parameters (such as prices) from distributions over the exogenous parameters (such as estimates of taste, technology, or policy...