Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models

dc.contributor.author	Naylor, Thomas
dc.contributor.author	Wertz, Kenneth
dc.contributor.author	Wonnacott, Thomas H
dc.date.accessioned	2010-03-09T15:26:49Z
dc.date.available	2010-03-09T15:26:49Z
dc.date.issued	1969
dc.identifier.uri	https://hdl.handle.net/10161/1861
dc.description.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.
dc.format.mimetype	application/pdf
dc.language.iso	en_US
dc.publisher	Econometrica
dc.subject	Economic Evaluation
dc.subject	Simulation analysis
dc.subject	income
dc.title	Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models
dc.type	Journal article