Munich Personal RePEc Archive

Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models

Bianchi, Carlo and Calzolari, Giorgio and Doret, Remi (1978): Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models. Published in: IBM Italy Technical Report No. Z513-5101 (December 1978): pp. 1-26.

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Abstract

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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