Generating Correlated Random Variables Using Eviews
2 Pages Posted: 26 Oct 2011
Date Written: October 26, 2011
Abstract
An Eviews program is provided that generates correlated random variables.
Keywords: Correlated Random Variables, Eviews, Monte Carlo Simulation
JEL Classification: C80, C87
Suggested Citation: Suggested Citation
Ford, George S., Generating Correlated Random Variables Using Eviews (October 26, 2011). Available at SSRN: https://ssrn.com/abstract=1949888 or http://dx.doi.org/10.2139/ssrn.1949888
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