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Stochastic simulation of econometric models: installation procedures and user's instructions

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Author Info

  • Bianchi, Carlo
  • Calzolari, Giorgio
  • Corsi, Paolo

Abstract

This manual describes the input requirements and the installation procedures of the program for stochastic simulation of econometric models, announced in Econometrica, volume 46, number 1, (January 1978). This program is available on magnetic tape, including samples (Klein-I and Klein-Goldberger models) and installation procedures under the operating system VM-370/CMS; format and contents of the tape are briefly described. The input data sets and the final printed output of the stochastic simulation of the Klein-I model are displayed.

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File URL: http://mpra.ub.uni-muenchen.de/24173/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 24173.

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Date of creation: 1978
Date of revision:
Handle: RePEc:pra:mprapa:24173

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Related research

Keywords: Stochastic simulation; econometric models; user's manual; installation procedure;

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References

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  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-36, January.
  2. Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo, 1976. "Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models," MPRA Paper 24172, University Library of Munich, Germany.
  3. Klein, Lawrence R, 1969. "Estimation on Interdependent Systems in Macroeconometrics," Econometrica, Econometric Society, vol. 37(2), pages 171-92, April.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
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Cited by:
  1. Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978. "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper 24880, University Library of Munich, Germany.
  2. Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.

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