Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models Report as inadecuate




Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models - Download this document for free, or read online. Document in PDF available to download.

Abstract

Purpose of this paper is the description of the tecniques used to generate pseudo-random numbers, to be added as disturbance terms to the stochastic structural equations of econometric models. These disturbance terms should have the same statistical properties as the residuals obtained, in each equation, during the estimation phase.



Item Type: MPRA Paper -

Original Title: Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models-

Language: English-

Keywords: Econometric models; random numbers; stochastic simulation-

Subjects: C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric SoftwareC - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C88 - Other Computer SoftwareC - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C80 - General-





Author: Calzolari, Giorgio

Source: https://mpra.ub.uni-muenchen.de/24172/



DOWNLOAD PDF




Related documents