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, 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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