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Wilkinson's Tests and Econometric Software

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  • B. D. McCullough

    (Federal Communications Commission)

Abstract

Wilkinson Tests are entry-level tests for assessing the numerical accuracy of statistical computations that have been applied to statistical software packages. Some software developers whose products have failed these tests have corrected deficiencies in subsequent versions. Thus, these tests have had a meliorative impact on the state of statistical software. These same tests are applied to several econometrics packages. Many deficiencies are noted.

Suggested Citation

  • B. D. McCullough, 1999. "Wilkinson's Tests and Econometric Software," Computing in Economics and Finance 1999 1312, Society for Computational Economics.
    • Handle: RePEc:sce:scecf9:1312
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    File URL: http://fmwww.bc.edu/cef99/papers/mccullo.pdf
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    Cited by:

    1. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
    2. A. Talha Yalta & A. Yasemin Yalta, 2009. "Wilkinson Tests and gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 16, pages 243-251, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    3. Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01, June.

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