Econometrics and software

Journal of Economic Perspectives

Volumn 17, Issue 1, 2003, Pages 223-224

  McCullough, B D ^a   Vinod, H D ^b  

^a DREXEL UNIVERSITY   (United States)

^b FORDHAM UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042852432     PISSN: 08953309     EISSN: None     Source Type: Journal    
DOI: 10.1257/089533003321165038     Document Type: Note

References (9)

1. Brooks, Chris, Simon Burke and Gita Persand. 2001. "Benchmarks and the Accuracy of GARCH Model Estimation." International Journal of Forecasting. 17:1, pp. 45-56.
2. Florentini, Gabrielle, Giorgio Calzolari and Lorenzo Panattoni. 1996. "Analytic Derivatives and the Computation of GARCH Estimates." Journal of Applied Econometrics, 11:4, pp. 399-417.
3. Hyndman, Rob and Yanan Fan. 1996. "Sample Quantiles in Statistical Packages." American Statistician, 50:4, pp. 361-65.
4. McCullough, B. D. 1999. "Econometric Software Reliability: E-Views, LIMDEP, SHAZAM, and TSP." Journal of Applied Econometrics. 14:2, pp. 191-202.
5. McCullough, B. D. 2000. "Econometric Software Reliability: E-Views, LIMDEP, SHAZAM, and TSP: Comment and Reply. "Journal of Applied Econometrics. 15:1, pp. 107-11.
6. McCullough, B. D. and Charles G. Renfro. 1999. "Benchmarks and Software Standards: A Case Study of GARCH Procedures." Journal of Economic and Social Measurement. 25:2, pp. 59-71.
7. McCullough, B. D. and Charles G. Renfro. 2000. "Some Numerical Aspects of Nonlinear Estimation." Journal of Economic and Social Measurement, 26:1, pp. 63-77.
8. McCullough, B. D. and H. D. Vinod. 1999. "The Numerical Reliability of Econometric Software." Journal of Economic Literature. 37:2, pp. 633-65.
9. McCullough, B. D. and H. D. Vinod. 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study." American Economic Review. Forthcoming.