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Econometric software reliability and nonlinear estimation in EViews: comment
Author(s) -
Lilien David M.
Publication year - 2000
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/(sici)1099-1255(200001/02)15:1<107::aid-jae554>3.0.co;2-4
Subject(s) - econometrics , software , estimation , convergence (economics) , least squares function approximation , reliability (semiconductor) , computer science , nonlinear system , economics , mathematics , statistics , macroeconomics , management , power (physics) , physics , quantum mechanics , estimator , programming language
A recent software review in this journal (McCullough, 1999) raises serious questions about EViews' performance on nonlinear least squares problems. We demonstrate that after correcting errors in the paper and adjusting convergence tolerances, EViews performance was comparable with the other benchmarked software. Copyright © 2000 John Wiley & Sons, Ltd.