Monte Carlo methods in econometrics: a package for the stochastic simulation
In 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.
|Date of creation:||1976|
|Date of revision:|
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Web page: https://mpra.ub.uni-muenchen.de
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- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli, 1974.
"Interactive management of time series,"
23061, University Library of Munich, Germany, revised Nov 1974.
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