Computational issues with @cnorm
Posted: Tue Aug 09, 2011 5:12 am
Hello everybody!
Once again a very geeky question for you, I hope there is somebody out there who knows the answer...
I searched the manual many and many times but I couldn't find out how does Eviews compute the @cnorm function: clearly it is a complex one, involving the computation of an integral and consequent approximation, nevertheless no where it is explained what's behind the command @cnorm.
Does any of you know more about it?
Thanks so much
Once again a very geeky question for you, I hope there is somebody out there who knows the answer...
I searched the manual many and many times but I couldn't find out how does Eviews compute the @cnorm function: clearly it is a complex one, involving the computation of an integral and consequent approximation, nevertheless no where it is explained what's behind the command @cnorm.
Does any of you know more about it?
Thanks so much