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Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models

Author

Listed:
  • Bianchi, Carlo
  • Calzolari, Giorgio
  • Doret, Remi

Abstract

This paper describes the application of a reordering algorithm to the equations of econometric models. The algorithm was proposed in 1970 by Van der Giessen and is here applied to the equation format required by the program for stochastic simulation developed at the IBM Scientific Center in Pisa.

Suggested Citation

  • Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978. "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper 24880, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:24880
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    File URL: https://mpra.ub.uni-muenchen.de/24880/1/MPRA_paper_24880.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.
    3. Klein, Lawrence R, 1969. "Estimation on Interdependent Systems in Macroeconometrics," Econometrica, Econometric Society, vol. 37(2), pages 171-192, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Nonlinear econometric models; numerical solution methods;

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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