Monte Carlo methods in econometrics: a package for the stochastic simulation
AbstractIn this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochastic simulation of linear and non-linear econometric models is presented. After a survey on the adopted methodologies, the input requirements and the produced output are described in some details, using as a sample the Klein model-l. To finish, the performances of the program are analyzed in terms of storage requirements and computation time.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 24538.
Date of creation: 1976
Date of revision:
Monte Carlo; econometric models; stochastic simulation;
Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Calzolari, Giorgio, 1974.
"Interactive management for time series,"
22693, University Library of Munich, Germany, revised 1974.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli, 1974. "Interactive management of time series," MPRA Paper 23061, University Library of Munich, Germany, revised Nov 1974.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1974. "Interactive management of time series," MPRA Paper 24539, University Library of Munich, Germany.
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