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This paper gives simulation results comparing the finite-sample performance of three commonly used homogeneity and symmetry asymptotic tests, and some size-corrected tests that can be used when the sample size is small. The results suggest that such finite-sample corrections can be effective in...
Persistent link: https://www.econbiz.de/10005808942
This paper reviews the matrix programminglanguage Ox from the viewpoint of an econometrician/statistician.We focus on scientific programming using Ox and discussexamples of possible interest to econometricians and statisticians, such as random number generation, maximum likelihood estimation,...
Persistent link: https://www.econbiz.de/10005542277
Fortran has long been the mother-tongue of the scientific community. This note looks at the C programming language from the viewpoint of numerical computing with the emphasis placed on econometric applications. C can be used as a replacement for other lower level programming languages, and also...
Persistent link: https://www.econbiz.de/10005674164