Generating Correlated Random Variables Using Eviews

2 Pages Posted: 26 Oct 2011

See all articles by George S. Ford

George S. Ford

Phoenix Center for Advanced Legal & Economic Public Policy Studies

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

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

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

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