The Numerical Reliability of Econometric Software
指出许多计量经济学软件存在严重缺陷，用户不能假定其准确无误。通过介绍计算机算术基础，强调数值误差来源，并建议用户和开发者优先关注准确性，再考虑易用性。文中还提供了评估基本估计程序、统计分布和随机数生成器准确性的方法。
Numerous examples show that some econometric software packages contain serious flaws, and that users cannot safely assume that their software is accurate. A brief survey of the fundamentals of computer arithmetic discusses the sources of numerical error and emphasizes that computer arithmetic is not at all like pencil-and-paper arithmetic. Both users and developers of econometrics software should first pay attention to accuracy, and only later consider user-friendliness. Details are provided for assessing the accuracy of basic estimation routines, statistical distributions, and random number generators. More accuracy benchmarks are needed, especially for specialized econometric procedures.