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
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in IBM Italy Technical Report Z513-5101 (1978): pp. 1-26

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/24880/1/MPRA_paper_24880.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:24880

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 ().