MaxMC (Q46370)
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Maximized Monte Carlo
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MaxMC |
Maximized Monte Carlo |
Statements
2 October 2024
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An implementation of the Monte Carlo techniques described in details by Dufour (2006) <doi:10.1016/j.jeconom.2005.06.007> and Dufour and Khalaf (2007) <doi:10.1002/9780470996249.ch24>. The two main features available are the Monte Carlo method with tie-breaker, mc(), for discrete statistics, and the Maximized Monte Carlo, mmc(), for statistics with nuisance parameters.
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Identifiers
22 December 2020
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