Monte Carlo methods in econometrics: a package for the stochastic simulation

Carlo Bianchi, Giorgio Calzolari and Paolo Corsi

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: Monte Carlo; econometric models; stochastic simulation (search for similar items in EconPapers)
JEL-codes: C53 C63 (search for similar items in EconPapers)
Date: 1976
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Paper presented at the Congres Europeen des Statisticiens. Universite Scientifique et Medicale de Grenoble, (1976): pp. 1-10

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/24538/1/MPRA_paper_24538.pdf original version (application/pdf)

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:pra:mprapa:24538

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().