Stochastic-Simulation Tests of Nonlinear Econometric Models

Author

Roberto S. Mariano, Singapore Management UniversityFollow
B.W. Brown

Publication Type

Book Chapter

Publication Date

1991

Discipline

Economics

Research Areas

Econometrics

Publication

Comparative Performance of US Econometric Models

First Page

250

Last Page

259

ISBN

9780195057720

Identifier

10.1093/acprof:oso/9780195057720.003.0009

Publisher

Oxford University Press

City or Country

Oxford

Citation

Mariano, Roberto S. and Brown, B.W.. Stochastic-Simulation Tests of Nonlinear Econometric Models. (1991). Comparative Performance of US Econometric Models. 250-259.
Available at: https://ink.library.smu.edu.sg/soe_research/996