GAMS Code for Estimating a Social Accounting Matrix (SAM) Using Cross Entropy Methods (CE)

Discussion Paper No. 64 Abstract
GAMS Code for Estimating a Social Accounting Matrix (SAM) Using Cross Entropy Methods (CE)
Sherman Robinson and Moataz El-Said
December 2000

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.


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