Early development of econometric software at the University of Auckland

Abstract

Over the period 1964–1970, graduate students of Rex Bergstrom at the University of Auckland in New Zealand developed econometric computer programs to conduct estimation and inference for dynamic linear models, dynamic simultaneous equation models and systems of linear stochastic differential equations. Linear and nonlinear multiple equation regression programs were written in Fortran; and simulation experiments and empirical applications were performed on two small IBM mainframe computers.