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Stochastic-Simulation Tests of Nonlinear Econometric Models

Roberto S. Mariano and Bryan W. Brown

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0009
Subject:
Economics and Finance, Econometrics

Stochastic simulations of nonlinear dynamic econometric models have been used in various ways in the past. This chapter discusses how stochastic simulations can be exploited to develop appropriate ... More


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