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Econometric software reliability and nonlinear estimation in EViews: comment

✍ Scribed by David M. Lilien

Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
69 KB
Volume
15
Category
Article
ISSN
0883-7252

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✦ Synopsis

A recent software review in this journal (McCullough, 1999) raises serious questions about EViews' performance on nonlinear least squares problems. We demonstrate that after correcting errors in the paper and adjusting convergence tolerances, EViews performance was comparable with the other benchmarked software.

📜 SIMILAR VOLUMES

Econometric software reliability: EViews
Econometric software reliability: EViews, LIMDEP, SHAZAM and TSP
✍ B. D. McCullough 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 140 KB

Thirty years ago, Longley (1967) calculated by hand the solution to a linear regression problem and found that many mainframe programs produced incorrect results. Since that time, statistical and econometric software has progressed far beyond linear regression, but testing strategies to assess softw