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Issue title: Computational Econometrics: Its Impact on the Development of Quantitative Economics
Guest editors: Charles G. Renfro
Article type: Research Article
Authors: Phillips, Peter C.B.a; b; c | Hall, Viv B.d
Affiliations: [a] Cowles Foundation, Yale University, P.O. Box 208281, New Haven, CT 06520-8281, USA. Tel.: +1 203 432 3695; Fax: +1 203 432 6167; E-mail: [email protected] | [b] Department of Economics, University of Auckland, Auckland, New Zealand | [c] Department of Economics and Related Studies, University of York, York, YO10 5DD, UK | [d] School of Economics and Finance, Victoria University of Wellington, P.O. Box 600, Wellington 6001, New Zealand. E-mail: [email protected] | 601 West 113th Street, #12G, New York, NY 10025, USA. E-mail: [email protected]
Abstract: Over the period 1964–1970, graduate students of Rex Bergstrom at the University of Auckland in New Zealand developed econometric computer programs to conduct estimation and inference for dynamic linear models, dynamic simultaneous equation models and systems of linear stochastic differential equations. Linear and nonlinear multiple equation regression programs were written in Fortran; and simulation experiments and empirical applications were performed on two small IBM mainframe computers.
DOI: 10.3233/JEM-2004-0216
Journal: Journal of Economic and Social Measurement, vol. 29, no. 1-3, pp. 127-133, 2004
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