Monte carlo methods in econometrics

Personen :

• Prof. dr.  BARTEN Anton - Katholieke Universiteit Leuven (KU Leuven)
  Betoelaagde Belgische partner
  Duur: 1/10/1990-30/9/1992
  

Beschrijving :

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.