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Econometric allocation systems

Projet de recherche IT/SC/004 (Action de recherche IT)

Personnes :

  • Prof. dr.  BARTEN Anton - Katholieke Universiteit Leuven (KU Leuven)
    Partenaire financé belge
    Durée: 1/10/1990-1/10/1992

Description :

To estimate and simulate EAS (Econometric Allocation System) a computer program package DEMMOD based on FORTRAN has been developed in the course of years.
The problem involves a large number of operations with symmetric matrices.
A first line is to reconcile vector processing with efficient storage of symmetric matrices.
To estimate and simulate such systems routines for non linear optimisation with inequality constraints are being used.