GAMS code for estimating a Social Accounting Matrix (SAM) using cross entropy methods (CE)

This paper documents the computer code implementing the CE-SAM estimation technique in GAMS (General Algebraic Modeling System). It defines the estimation problem in a deterministic setting; extends the approach to include a stochastic treatment of errors in control totals; summarizes the equations...

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Detalles Bibliográficos
Autores principales: Robinson, Sherman, El-Said, Moataz
Formato: Artículo preliminar
Lenguaje:Inglés
Publicado: International Food Policy Research Institute 2000
Materias:
Acceso en línea:https://hdl.handle.net/10568/155905
Descripción
Sumario:This paper documents the computer code implementing the CE-SAM estimation technique in GAMS (General Algebraic Modeling System). It defines the estimation problem in a deterministic setting; extends the approach to include a stochastic treatment of errors in control totals; summarizes the equations describing CE technique for estimating a consistent SAM starting from an inconsistent data set estimated with error; and provides the GAMS code.