Econometric software reliability and nonlinear estimation in EViews: comment

David M. Lilien
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David M. Lilien: Quantitative Micro Software, 4521 Campus Drive, ♯336, Irvine, CA 92612-2699, USA, Postal: Quantitative Micro Software, 4521 Campus Drive, ♯336, Irvine, CA 92612-2699, USA

Journal of Applied Econometrics, 2000, vol. 15, issue 1, pages 107-110

Abstract: A recent software review in this journal (McCullough, 1999) raises serious questions about EViews' performance on nonlinear least squares problems. We demonstrate that after correcting errors in the paper and adjusting convergence tolerances, EViews performance was comparable with the other benchmarked software. Copyright © 2000 John Wiley & Sons, Ltd.

Date: 2000
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