Monte carlo methods in econometrics

Personnes :

• Prof. dr.  BARTEN Anton - Katholieke Universiteit Leuven (KU Leuven)
  Partenaire financé belge
  Durée: 1/10/1990-30/9/1992
  

Description :

To apply the more appropriate maximum Likelihood technique to estimate the variances needed for Linked estimation.
To derive, by means of Monte Carlo experimentation, the empirical distribution of the encompassing test statistics in the context of complete systems of demand equations.
To investigate the vectorization possibilities of the APL2 computer language.