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Econometric software reliability and nonlinear estimation in EViews: comment

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  • David M. Lilien

    (Quantitative Micro Software, 4521 Campus Drive, ♯336, Irvine, CA 92612-2699, USA)

Abstract

A recent software review in this journal (McCullough, 1999) raises serious questions about EViews' performance on nonlinear least squares problems. We demonstrate that after correcting errors in the paper and adjusting convergence tolerances, EViews performance was comparable with the other benchmarked software. Copyright © 2000 John Wiley & Sons, Ltd.

Suggested Citation

  • David M. Lilien, 2000. "Econometric software reliability and nonlinear estimation in EViews: comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 107-110.
    • Handle: RePEc:jae:japmet:v:15:y:2000:i:1:p:107-110
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    File URL: http://qed.econ.queensu.ca:80/jae/2000-v15.1/
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    References listed on IDEAS

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    1. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.
    2. H. D. Vinod & B. D. McCullough, 1999. "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 633-665, June.
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    Cited by:

    1. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    2. Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019. "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, vol. 82(C), pages 211-223.
    3. C. R. McKenzie & Sumiko Takaoka, 2007. "EViews 5.1," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1145-1152.
    4. Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez, 2018. "Flexible Estimation of Demand Systems: A Copula Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1109-1116, November.

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