Sensitivity analysis revisited: A quadrature-based approach
Sensitivity analysis revisited: A quadrature-based approach
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DOI：
10.1016/0161-8938(95)00145-x
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发表时间：
1997-04-01
影响因子：
3.5
通讯作者：
Preckel, PV
中科院分区：
文献类型：
--
作者：
DeVuyst, EA;Preckel, PV
经济均衡模型的敏感性分析是建立模型结果稳健性的关键。提出了一种系统的基于高斯积分法的参数灵敏度分析方法。在Walley和Wigle的可计算一般均衡模型的情况下，将该方法与Harrison和Vinod以及Pagan和Shannon的方法进行了比较。结果表明高斯正交法具有较高的效率。(C)政策模型学会，1997年。
Sensitivity analysis for economic equilibrium models is critical for establishing the robustness of model results. A systematic method for parametric sensitivity analysis based on the Gaussian quadrature procedure for numerical integration is presented. The approach is compared to those of Harrison and Vinod and of Pagan and Shannon for the case of a computable general equilibrium model due to Walley and Wigle. The results suggest greater efficiency of the Gaussian quadrature approach. (C) Society for Policy Modeling, 1997.