Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models
Abstract
This paper is concerned with the use of spectral analysis to analyze data generated
by computer simulation experiments with models of economic systems. An example model
serves to illustrate two different applications of spectral analysis. First, spectral
analysis is used to construct confidence bands and to test hypotheses for the purpose
of comparing the results of the use of two or more alternative economic policies.
Second, spectral analysis is employed as a technique for validating an econometric
model.
Type
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https://hdl.handle.net/10161/1861Collections
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