Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/7353
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yalta, Abdullah Talha | - |
dc.contributor.author | Schreiber, Sven | - |
dc.date.accessioned | 2021-09-11T15:56:34Z | - |
dc.date.available | 2021-09-11T15:56:34Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.issn | 1548-7660 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/7353 | - |
dc.description.abstract | The increasing popularity and complexity of random number intensive methods such as simulation and bootstrapping in econometrics requires researchers to have a good grasp of random number generation in general, and the specific generators that they employ in particular. Here, we discuss the random number generation options, their specifications, and their implementations in gretl. We also assess the performance and the reliability of gretl in this department by conducting extensive empirical testing using the TestU01 library. Our results show that the available alternatives are soundly implemented and should be sufficient for most econometric applications. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Journal Statistical Software | en_US |
dc.relation.ispartof | Journal of Statistical Software | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | gretl | en_US |
dc.subject | TestU01 | en_US |
dc.subject | RNG | en_US |
dc.subject | random numbers | en_US |
dc.title | Random Number Generation in Gretl | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Economics and Administrative Sciences, Department of Economics | en_US |
dc.department | Fakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü | tr_TR |
dc.identifier.volume | 50 | en_US |
dc.identifier.issue | CS1 | en_US |
dc.identifier.startpage | 1 | en_US |
dc.identifier.endpage | 13 | en_US |
dc.identifier.wos | WOS:000326871800001 | en_US |
dc.institutionauthor | Yalta, Abdullah Talha | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q1 | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 04.01. Department of Economics | - |
Appears in Collections: | İktisat Bölümü / Department of Economics WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
CORE Recommender
WEB OF SCIENCETM
Citations
4
checked on Dec 21, 2024
Page view(s)
118
checked on Dec 23, 2024
Google ScholarTM
Check
Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.