Munich Personal RePEc Archive

Stochastic simulation of econometric models: installation procedures and user's instructions

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1978): Stochastic simulation of econometric models: installation procedures and user's instructions. Published in: IBM Italy Technical Report No. G513-3568 (March 1978): pp. 1-46.

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Abstract

This manual describes the input requirements and the installation procedures of the program for stochastic simulation of econometric models, announced in Econometrica, volume 46, number 1, (January 1978). This program is available on magnetic tape, including samples (Klein-I and Klein-Goldberger models) and installation procedures under the operating system VM-370/CMS; format and contents of the tape are briefly described. The input data sets and the final printed output of the stochastic simulation of the Klein-I model are displayed.

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