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| Author: | McCullough, B. D. Vinod, H. D. |
| Title: | The numerical reliability of econometric software. |
| Journal: | Journal of Economic Literature
1999 : JUN, VOL. 37:2, p. 633-665 |
| Index terms: | Econometrics Software Reliability Benchmarking |
| Language: | eng |
| Abstract: | The authors surveyed five journals that regularly publish reviews of econometric software. For the years 1990-97, over 120 reviews appeared. All but three paid no attention to numerical accuracy, and only two applied more than a single test of numerical accuracy. They discuss in this article the necessity of reliable econometric software. |
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