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:|
|Publication status:||Published in Paper presented at the Congres Europeen des Statisticiens. Universite Scientifique et Medicale de Grenoble, (1976): pp. 1-10|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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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.:
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1974.
"Interactive management of time series,"
24539, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli, 1974. "Interactive management of time series," MPRA Paper 23061, University Library of Munich, Germany, revised Nov 1974.
- Calzolari, Giorgio, 1974. "Interactive management for time series," MPRA Paper 22693, University Library of Munich, Germany, revised 1974.
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