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

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.

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Year of publication:	1976
Authors:	Calzolari, Giorgio ; Ciriani, Tito A. ; Corsi, Paolo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Econometric models \| random numbers \| stochastic simulation

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C87 - Econometric Software ; C88 - Other Computer Software ; C80 - Data Collection and Data Estimation Methodology; Computer Programs. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008548822