A review of TESTU01
Author
Abstract
Suggested Citation
DOI: 10.1002/jae.917
Download full text from publisher
Other versions of this item:
- B. D. McCullough, 2006. "A review of TESTU01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 677-682, July.
References listed on IDEAS
- P. D. Coddington, 1996. "Tests Of Random Number Generators Using Ising Model Simulations," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 295-303.
- H. D. Vinod & B. D. McCullough, 1999.
"Corrigenda: The Numerical Reliability of Econometric Software,"
Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1565-1565, December.
- 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.
- McCullough, B. D. & McGeary, Kerry Anne & Harrison, Teresa D., 2006. "Lessons from the JMCB Archive," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1093-1107, June.
- Tirler, Gunter & Dalgaard, Peter & Hormann, Wolfgang & Leydold, Josef, 2004. "An error in the Kinderman-Ramage method and how to fix it," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 433-440, October.
- P.D. Coddington, 1994. "Analysis Of Random Number Generators Using Monte Carlo Simulation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 547-560.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yalta, A. Talha, 2007.
"The Numerical Reliability of GAUSS 8.0,"
The American Statistician, American Statistical Association, vol. 61, pages 262-268, August.
- A. Talha Yalta, 2010. "The Numerical Reliability of GAUSS 8.0," Working Papers 1004, TOBB University of Economics and Technology, Department of Economics.
- Keeling, Kellie B. & Pavur, Robert J., 2007. "A comparative study of the reliability of nine statistical software packages," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3811-3831, May.
- McCullough, B.D., 2008. "Microsoft Excel's 'Not The Wichmann-Hill' random number generators," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4587-4593, June.
- Oluwarotimi O. Odeh & Allen M. Featherstone & Jason S. Bergtold, 2010. "Reliability of Statistical Software," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1472-1489.
- Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Ilija Tanackov & Feta Sinani & Miomir Stanković & Vuk Bogdanović & Željko Stević & Mladen Vidić & Jelena Mihaljev-Martinov, 2019. "Natural Test for Random Numbers Generator Based on Exponential Distribution," Mathematics, MDPI, vol. 7(10), pages 1-14, October.
- Yalta, A. Talha & Schreiber, Sven, 2012. "Random Number Generation in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(c01).
- Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
- Guy Mélard, 2014. "On the accuracy of statistical procedures in Microsoft Excel 2010," Computational Statistics, Springer, vol. 29(5), pages 1095-1128, October.
- Ozier, Owen, 2012. "Perils of simulation : parallel streams and the case of stata's rnormal command," Policy Research Working Paper Series 6278, The World Bank.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, December.
- B. D. McCullough & H. D. Vinod, 2004.
"Verifying the Solution from a Nonlinear Solver: A Case Study: Reply,"
American Economic Review, American Economic Association, vol. 94(1), pages 391-396, March.
- B. D. McCullough & H. D. Vinod, 2004. "Verifying the Solution from a Nonlinear Solver: A Case Study: Reply," American Economic Review, American Economic Association, vol. 94(1), pages 400-406, March.
- Maren Duvendack & Richard Palmer-Jones, 2013. "Replication of quantitative work in development studies: Experiences and suggestions," Progress in Development Studies, , vol. 13(4), pages 307-322, October.
- Yalta, A. Talha & Schreiber, Sven, 2012. "Random Number Generation in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(c01).
- Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.
- Mueller-Langer, Frank & Andreoli-Versbach, Patrick, 2018.
"Open access to research data: Strategic delay and the ambiguous welfare effects of mandatory data disclosure,"
Information Economics and Policy, Elsevier, vol. 42(C), pages 20-34.
- Frank Mueller-Langer & Patrick Andreoli-Versbach, 2014. "Open Access to Research Data: Strategic Delay and the Ambiguous Welfare Effects of Mandatory Data Disclosure," RatSWD Working Papers 239, German Data Forum (RatSWD).
- Mueller-Langer, Frank & Andreoli-Versbach, Patrick, 2014. "Open Access to Research Data: Strategic Delay and the Ambiguous Welfare Effects of Mandatory Data Disclosure," Discussion Papers in Economics 21037, University of Munich, Department of Economics.
- Müller-Langer, Frank & Andreoli-Versbach, Patrick, 2018. "Open access to research data: Strategic delay and the ambiguous welfare effects of mandatory data disclosure," Munich Reprints in Economics 62831, University of Munich, Department of Economics.
- Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006.
"Multivariate GARCH models: a survey,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
- Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lars Vilhuber & Jack Cavanagh, 2025.
"Report of the AEA Data Editor,"
AEA Papers and Proceedings, American Economic Association, vol. 115, pages 944-957, May.
- Lars Vilhuber & James Turrito & Keesler Welch, 2020. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 764-775, May.
- Lars Vilhuber, 2022. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 813-823, May.
- Lars Vilhuber, 2023. "Report of the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 850-863, May.
- Lars Vilhuber, 2019. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 718-729, May.
- Lars Vilhuber, 2024. "Report of the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 878-890, May.
- Lars Vilhuber, 2021. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 808-817, May.
- repec:ejw:journl:v:9:y:2012:i:3:p:256-297 is not listed on IDEAS
- Andreoli-Versbach, Patrick & Mueller-Langer, Frank, 2014.
"Open access to data: An ideal professed but not practised,"
Research Policy, Elsevier, vol. 43(9), pages 1621-1633.
- Patrick Andreoli-Versbach & Frank Mueller-Langer, 2013. "Open Access to Data: An Ideal Professed but not Practised," RatSWD Working Papers 215, German Data Forum (RatSWD).
- F. Javier Mencía & Enrique Sentana, 2004.
"Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations,"
Working Papers
wp2004_0411, CEMFI.
- Sentana, Enrique & MencÃa, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
- Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
- Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
- Ricardo De Bonis & Giuseppe Bruno, 2000. "A Comparative Study Of Alternative Econometric Packages: An Application To Italian Deposit Interest Rates," Computing in Economics and Finance 2000 160, Society for Computational Economics.
- Thomas Mayer, 2006. "The Empirical Significance of Econometric Models," Working Papers 620, University of California, Davis, Department of Economics.
- Jeffrey S. Zax, 2002. "Comment on “Estimating the Extent of Racially Polarized Voting in Multicandidate Contests†by Bernard Grofman and Michael Migalski," Sociological Methods & Research, , vol. 31(1), pages 75-86, August.
- Mencía, Javier & Sentana, Enrique, 2009.
"Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation,"
Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
- Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
- Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
- Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
- Albers, Sönke, 2012. "Optimizable and implementable aggregate response modeling for marketing decision support," International Journal of Research in Marketing, Elsevier, vol. 29(2), pages 111-122.
- Vinod, H. D., 2001. "Care and feeding of reproducible econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 87-88, January.
- David E. Allen & Michael McAleer, 2018.
"Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management,"
Energies, MDPI, vol. 11(7), pages 1-19, June.
- David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
- David E. Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE 2017-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Tan, A.C. & McAleer, M.J., 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers 17-069/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- A. Talha Yalta & A. Yasemin Yalta, 2007.
"GRETL 1.6.0 and its numerical accuracy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 849-854.
- A. Talha Yalta & A. Yasemin Yalta, 2010. "Gretl 1.6.0 and Its Numerical Accuracy," Working Papers 1003, TOBB University of Economics and Technology, Department of Economics.
- Mark J. McCabe & Frank Mueller-Langer, 2019. "Does Data Disclosure Increase Citations? Empirical Evidence from a Natural Experiment in Leading Economics Journals," JRC Working Papers on Digital Economy 2019-02, Joint Research Centre.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jae:japmet:v:21:y:2006:i:5:p:677-682. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/0883-7252/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.