Control Variates to Estimate the Reduced Form Variance in Econometric Models

DOI10.2307/1914310MaRDI QIDQ3742589zbMATH OpenOpenAlexFDO

Authors Giorgio Calzolari, Frederic P. Sterbenz

Publication date 1986

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914310

zbMATH Keywords

control variateslinearizationreduced form variancesstochastic simulationvariance reduction method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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