Computationally-intensive Econometrics using a Distributed Matrix-programming Language.

This paper reviews the need for powerful facilities in econometrics, focusing on concrete problems which arise in financial economics and in macroeconomics. We argue that the profession is being held back by the lack of easy to use generic software which is able to exploit the availability of cheap...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Doornik, J, Hendry, D, Shephard, N
Formáid: Working paper
Teanga:English
Foilsithe / Cruthaithe: Nuffield College (University of Oxford) 2001