Browsing by Subject "Teoria da estimativa"

Diferentes metodologias para o cálculo do Produto Interno Bruto potencial brasileiro

Sala, Vivian
2014-08-07

O produto potencial é uma variável não-observável e, por isso, de difícil mensuração. O objetivo deste trabalho é contribuir para a discussão sobre a estimação da taxa de crescimento do produto potencial brasileiro através ...

Estimating Brazilian monthly GDP: a state-space approach

Issler, João Victor; Notini, Hilton Hostalácio
2015-07-10

This paper has several original contributions. The rst is to employ a superior interpolation method that enables to estimate, nowcast and forecast monthly Brazilian GDP for 1980-2012 in an integrated way; see Bernanke, ...

Factors affecting the technical efficiency of production of the Brazilian banking system : a comparison of four statistical models in the context of data envelopment analysis

Souza, Geraldo da Silva e
2003-04-03

This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order ...

Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems

Martins Filho, Carlos; Mandy, David M.
1998-08-01

This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variables (FG LS IV) estimation using optimal instruments. First we summarize the sufficient conditions for the FG LS IV estimator ...