Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models
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References listed on IDEAS
- George R. Green & Maurice Liebenberg & Albert A. Hirsch, 1972. "Short- and Long-Term Simulations with the OBE Econometric Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 25-138, National Bureau of Economic Research, Inc.
- Henry R. Neave, 1973. "On Using the Box‐Müller Transformation with Multiplicative Congruential Pseudo‐Random Number Generators," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(1), pages 92-97, March.
- Michael K. Evans & Lawrence R. Klein & Mitsuo Saito & Michael D. McCarthy, 1972. "Short-Run Prediction and Long-Run Simulation of the Wharton Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 139-200, National Bureau of Economic Research, Inc.
- Gary Fromm & Lawrence R. Klein & George R. Schink, 1972. "Short- and Long-Term Simulations with the Brookings Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 201-310, National Bureau of Economic Research, Inc.
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Cited by:
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "Some results on the stochastic simulation of a nonlinear model of the Italian economy," MPRA Paper 22684, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper 24173, University Library of Munich, Germany.
- Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.
- Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
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More about this item
Keywords
Econometric models; random numbers; stochastic simulation;All these keywords.
JEL classification:
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
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