The Convergence Characteristics of Iterative Techniques for

Paul Fisher and Andrew Hughes Hallett

Oxford Bulletin of Economics and Statistics, 1987, vol. 49, issue 2, 231-44

Abstract: A variety of iterative techniques are used for solving econometric models. This paper collects toge ther the relevant convergence and acceleration results from the numer ical analysis literature and reports the results of tests undertaken on five large scale U.K. macroeconometric models. The algorithms used were simple to implement and operate, and produced significant compu tational savings. More importantly, these methods were shown to be ro bust and reliable, particularly in the models which were most difficu lt to solve. Copyright 1987 by Blackwell Publishing Ltd

Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:obuest:v:49:y:1987:i:2:p:231-44

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0305-9049

Access Statistics for this article

Oxford Bulletin of Economics and Statistics is currently edited by Christopher Adam, Anindya Banerjee, Christopher Bowdler, David Hendry, Adriaan Kalwij, John Knight and Jonathan Temple

More articles in Oxford Bulletin of Economics and Statistics from Department of Economics, University of Oxford Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().