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1991 | OriginalPaper | Buchkapitel

The Pagan-Shannon Approximation: Unconditional Systematic Sensitivity in Minutes

verfasst von : Randall M. Wigle

Erschienen in: Applied General Equilibrium

Verlag: Physica-Verlag HD

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This paper applies a simple approximation procedure to the calculation of systematic sensitivity results for a well-known computable general equilibrium model. The approximation (based on Pagan and Shannon (1985)) is found to be very accurate and requires little computing time.

Metadaten
Titel
The Pagan-Shannon Approximation: Unconditional Systematic Sensitivity in Minutes
verfasst von
Randall M. Wigle
Copyright-Jahr
1991
Verlag
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-50167-8_3