Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models

This paper describes the application of a reordering algorithm to the equations of econometric models. The algorithm was proposed in 1970 by Van der Giessen and is here applied to the equation format required by the program for stochastic simulation developed at the IBM Scientific Center in Pisa.

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Year of publication:	1978-12
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Doret, Remi

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bianchi, Carlo and Calzolari, Giorgio and Doret, Remi (1978): Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models. Published in: IBM Italy Technical Report No. Z513-5101 (December 1978): pp. 1-26.
Classification:	C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C87 - Econometric Software
Source:	BASE

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