Generating Correlated Random Variables Using Eviews

Ford, George

doi:10.2139/ssrn.1949888

Abstract

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Generating Correlated Random Variables Using Eviews

George S. Ford

Phoenix Center for Advanced Legal & Economic Public Policy Studies

October 26, 2011

Abstract:
An Eviews program is provided that generates correlated random variables.

Number of Pages in PDF File: 2

Keywords: Correlated Random Variables, Eviews, Monte Carlo Simulation

JEL Classification: C80, C87

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Date posted: October 26, 2011

Suggested Citation

Ford, George S., Generating Correlated Random Variables Using Eviews (October 26, 2011). Available at SSRN: http://ssrn.com/abstract=1949888 or http://dx.doi.org/10.2139/ssrn.1949888

Contact Information

George S. Ford (Contact Author)

Phoenix Center for Advanced Legal & Economic Public Policy Studies ( email )

5335 Wisconsin Avenue, NW
Suite 440
Washington, DC 20015
United States