Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7353
Title: Random Number Generation in gretl
Authors: Yalta, Abdullah Talha
Schreiber, Sven
Keywords: gretl
TestU01
RNG
random numbers
Issue Date: 2012
Publisher: Journal Statistical Software
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.
URI: https://hdl.handle.net/20.500.11851/7353
ISSN: 1548-7660
Appears in Collections:İktisat Bölümü / Department of Economics
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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