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A review of TESTU01

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  • B. D. McCullough

    (Department of Decision Sciences, Drexel University, Philadelphia, PA, USA)

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  • B. D. McCullough, 2006. "A review of TESTU01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 677-682.
  • Handle: RePEc:jae:japmet:v:21:y:2006:i:5:p:677-682
    DOI: 10.1002/jae.917
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    References listed on IDEAS

    as
    1. H. D. Vinod & B. D. McCullough, 1999. "Corrigenda: The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1565-1565, December.
    2. McCullough, B. D. & McGeary, Kerry Anne & Harrison, Teresa D., 2006. "Lessons from the JMCB Archive," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1093-1107, June.
    3. Tirler, Gunter & Dalgaard, Peter & Hormann, Wolfgang & Leydold, Josef, 2004. "An error in the Kinderman-Ramage method and how to fix it," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 433-440, October.
    4. P.D. Coddington, 1994. "Analysis Of Random Number Generators Using Monte Carlo Simulation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 547-560.
    5. P. D. Coddington, 1996. "Tests Of Random Number Generators Using Ising Model Simulations," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 295-303.
    6. H. D. Vinod & B. D. McCullough, 1999. "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 633-665, June.
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    Cited by:

    1. Keeling, Kellie B. & Pavur, Robert J., 2007. "A comparative study of the reliability of nine statistical software packages," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3811-3831, May.
    2. McCullough, B.D., 2008. "Microsoft Excel's 'Not The Wichmann-Hill' random number generators," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4587-4593, June.
    3. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Ilija Tanackov & Feta Sinani & Miomir Stanković & Vuk Bogdanović & Željko Stević & Mladen Vidić & Jelena Mihaljev-Martinov, 2019. "Natural Test for Random Numbers Generator Based on Exponential Distribution," Mathematics, MDPI, vol. 7(10), pages 1-14, October.
    5. Yalta, A. Talha, 2007. "The Numerical Reliability of GAUSS 8.0," The American Statistician, American Statistical Association, vol. 61, pages 262-268, August.
    6. Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
    7. Guy Mélard, 2014. "On the accuracy of statistical procedures in Microsoft Excel 2010," Computational Statistics, Springer, vol. 29(5), pages 1095-1128, October.
    8. Ozier, Owen, 2012. "Perils of simulation : parallel streams and the case of stata's rnormal command," Policy Research Working Paper Series 6278, The World Bank.
    9. Oluwarotimi O. Odeh & Allen M. Featherstone & Jason S. Bergtold, 2010. "Reliability of Statistical Software," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1472-1489.
    10. Yalta, A. Talha & Schreiber, Sven, 2012. "Random Number Generation in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(c01).

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