Sensitivity analysis revisited: A quadrature-based approach

Journal of Policy Modeling

Volumn 19, Issue 2, 1997, Pages 175-185

  DeVuyst, Eric A ^a,b   Preckel, Paul V ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b 305 Mumford Hall ^*

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031116642     PISSN: 01618938     EISSN: None     Source Type: Journal    
DOI: 10.1016/0161-8938(95)00145-X     Document Type: Article

References (11)

1. DeVuyst, E.A. (1993) Moment Preserving Approximations of Multivariate Probability Distributions for Decision and Policy Analysis: Theory and Applications. Doctoral dissertation, Purdue University, December.
2. Haber, S. (1970) Numerical Evaluation of Multiple Integrals, SIAM Review 12:481-526.
3. Harrison, G.W., and Vinod, H.D. (1992) The Sensitivity Analysis of General Equilibrium Models: Completely Randomized Factorial Sampling Designs, Review of Economics and Statistics 74:357-362.
4. Miller, A.C., and Rice, T.R. (1983) Discrete Approximations of Probability Distributions, Management Science 29:352-362.
5. Pagan, A.R., and Shannon, J. (1987) How Reliable are ORANI Conclusions? Economic Record 1:33-45.
6. Preckel, P.V., and Liu, S. (1994) Efficient Weighted Gaussian Quadratures for Independent Variables. Purdue University Department of Agricultural Economics Working Paper, West Lafayette, Indiana.
7. Rutherford, T.F. (1989) General Equilibrium Modelling with MPS/GE. University of Western Ontario, London, Canada.
8. Rutherford, T.F. (1993) Personal communication.
9. Whalley, J., and Wigle, R.M. (1991) The International Incidence of Carbon Taxes. In Global Warming Economic Policy Responses (R. Dornbusch and J.M. Poterba, Eds.). Cambridge, MA: The MIT Press.
10. Wigle, R. (1991) The Pagan-Shannon Approximation: Unconditional Systematic Sensitivity in Minutes, Empirical Economics 16:35-49.
11. Wigle, R. (1993) Personal communication.