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
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Nonlinear econometric models \| numerical solution methods

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C87 - Econometric Software
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008680303