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 describing CE technique for estimating a consistent SAM starting from an inconsistent data set estimated with error; and provides the GAMS code.

Robinson, Sherman
El-Said, Moataz
Published date: 
International Food Policy Research Institute (IFPRI)
Series number: 
PDF file: 
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