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.
