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GED: RATS module to draw from Generalized Error Distribution

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Generates draws for a generalized error distribution by acceptance- rejection method.

Suggested Citation

  • Tom Doan, 2000. "GED: RATS module to draw from Generalized Error Distribution," Statistical Software Components R031702, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:r031702
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/ged.src
    File Function: program code
    Download Restriction: no
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    More about this item

    Keywords

    GED; distributions; RATS;
    All these keywords.

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