SENSITIVITY ANALYSIS IN CONTINUOUS-TIME ECONOMETRIC-MODELS

被引：6

作者：

GANDOLFO, G

机构：

[1] Università di Roma La Sapienza Facoltà di Economia e Commercio, I-00191 Rome

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1992年 / 24卷 / 8-9期

关键词：

D O I：

10.1016/0898-1221(92)90186-L

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The analysis of the effects of (slight) changes in the parameters on the characteristic roots of a model (sensitivity analysis) has great potential for applications in econometrics. The author, after suggesting a criterion for giving empirical contents to the notion of "slight", shows how the application of sensitivity analysis to a continuous time econometric model of the Italian economy has given important insights into the effects of a possible complete liberalization of capital movements.

引用

页码：43 / 55

页数：13

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