Calibration of macroeconomic models with incomplete data—A systems approach

DOI10.1016/0898-1221(86)90061-1zbMath0619.90017OpenAlexW2135202072MaRDI QIDQ3757654

Michael J. Hartley

Publication date: 1986

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(86)90061-1

zbMATH Keywords

estimationincomplete dataSingular value decompositioninteractive three-stage procedureparameter determination in macroeconomic modelsrestricted Taylor series expansionunrestricted polynomial approximation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Estimation and detection in stochastic control theory (93E10) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Neoclassical econometries: The kernel ⋮ A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data

Cites Work

• Systems identification with partial information
• Singular value decomposition and least squares solutions
• The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares
• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• The Approximation of Fixed Points of a Continuous Mapping
• Least squares, singular values and matrix approximations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Calibration of macroeconomic models with incomplete data—A systems approach