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

Carlo Bianchi (), Giorgio Calzolari and Remi Doret

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Nonlinear econometric models; numerical solution methods (search for similar items in EconPapers)
JEL-codes: C3 C87 (search for similar items in EconPapers)
Date: 1978-12
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Published in IBM Italy Technical Report Z513-5101 (1978): pp. 1-26

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