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Stochastic simulation of econometric models: installation procedures and user's instructions

Author

Listed:
  • Bianchi, Carlo
  • Calzolari, Giorgio
  • Corsi, Paolo

Abstract

This manual describes the input requirements and the installation procedures of the program for stochastic simulation of econometric models, announced in Econometrica, volume 46, number 1, (January 1978). This program is available on magnetic tape, including samples (Klein-I and Klein-Goldberger models) and installation procedures under the operating system VM-370/CMS; format and contents of the tape are briefly described. The input data sets and the final printed output of the stochastic simulation of the Klein-I model are displayed.

Suggested Citation

  • Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper 24173, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:24173
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    File URL: https://mpra.ub.uni-muenchen.de/24173/1/MPRA_paper_24173.pdf
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    References listed on IDEAS

    as
    1. Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo, 1976. "Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models," MPRA Paper 24172, University Library of Munich, Germany.
    2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.
    3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
    4. Klein, Lawrence R, 1969. "Estimation on Interdependent Systems in Macroeconometrics," Econometrica, Econometric Society, vol. 37(2), pages 171-192, April.
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    Cited by:

    1. Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978. "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper 24880, University Library of Munich, Germany.
    2. Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.

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    More about this item

    Keywords

    Stochastic simulation; econometric models; user's manual; installation procedure;
    All these keywords.

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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