Palgrave Handbook of Econometrics: Applied Econometrics

1312 Testing Econometric Software the trouble of implementing analytic derivatives. Issuing the commands: “$Min- Precision=50,” ...

B.D. McCullough 1313 50 100 150 200 –0.015 –0.01 –0.005 0.005 0.01 0.015 0.02 h = 0.01 50 2 × 10 –6 h = 0.000001 5 × 10 –6 –5 × ...

1314 Testing Econometric Software Table 28.7 How close to the benchmark? Package Tolerance μφ θ Benchmark – 17.093752390 0.90658 ...

B.D. McCullough 1315 information matrix. The users of these packages will just have to trust that these standard errors – whatev ...

1316 Testing Econometric Software Table 28.10 Packages that backcast Package μφ θ Benchmark 17.065503687 0.91492053108 0.5826256 ...

B.D. McCullough 1317 authors pledge to provide their data and code to researchers wishing to replicate the published results, du ...

1318 Testing Econometric Software The R code to produce this graph is two lines: f <- function(n)max(rnorm(n)), and plot(sap ...

B.D. McCullough 1319 Gourieroux, C. and A. Montfort (1997)Simulation-based Econometric Methods. New York: Oxford University Pres ...

1320 Testing Econometric Software McCullough, B.D. and H.D. Vinod (1999) The numerical reliability of econometric software. Jour ...

29 Trends in Applied Econometrics Software Development 1985–2008: An Analysis ofJournal of Applied EconometricsResearch Articles ...

1322 Trends in Applied Econometrics Software Development 1985–2008 29.1 Introduction In this chapter I provide an overview of ac ...

Marius Ooms 1323 draws heavily on Ooms and Doornik (2006) and on the extensive account of Renfro (2004b), who corresponded with ...

1324 Trends in Applied Econometrics Software Development 1985–2008 Table 29.1 Research articles inJAEper data type per year 95 9 ...

1325 Table 29.2 Software package and JAE reviews per software per two years, part 1: econometric software Software (old) package ...

1326 Table 29.3 Software and JAE reviews per software package per two years, part 2: various packages Software package Type 88 9 ...

1327 Table 29.4 Software and JAE reviews per software per two years, part 3: statistical packages Software package Type 88 90 92 ...

1328 Trends in Applied Econometrics Software Development 1985–2008 update (in the beginning of its life) or because it is intere ...

Marius Ooms 1329 (PcGive) and in the original cross-section packages (LIMDEP). FORTRAN in Table 29.3 and BIOGEME, Excel and SPSS ...

1330 Trends in Applied Econometrics Software Development 1985–2008 Of course, thanks to automatic indexing by Google and free sp ...

Marius Ooms 1331 Table 29.5 Research articles inJAEwith specific software package per software package per year Software Type Ye ...