GAMS code for estimating a social accounting matrix (SAM) using cross entropy methods (CE)

Abstract

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.Social accounting. ,Stochastic analysis. ,Mathematical models. ,TMD ,