Henk Don

CPB Netherlands Bureau of Economic Policy Analysis

P.O. Box 80510

2508 GM The Hague, 2585 JR

Netherlands

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Solving Large Sparse Systems of Equations in Econometric Models

Journal of Forecasting, Vol. 6, No. 3, pages 167-180, 1987
Posted: 29 May 2007
Giampiero M. Gallo and Henk Don
Corte dei Conti - Italian Court of Audits and CPB Netherlands Bureau of Economic Policy Analysis

Abstract:

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Solution algorithms, Feedback, Newton's method, Equation reordering, Econometric models