Monte Carlo simulation for econometricians
From MaRDI portal
Recommendations
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
- Monte Carlo experiments using Stata: a primer with examples
- scientific article; zbMATH DE number 3928165
- scientific article; zbMATH DE number 1943891
- Introductory Econometrics
Cited in
(12)- On the role of simulation in the statistical evaluation of econometric models
- Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing
- Reproducible econometric simulations
- Multiple Monte Carlo simulations -- case study of Croatian counties
- scientific article; zbMATH DE number 3928165 (Why is no real title available?)
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
- Monte Carlo experiments using Stata: a primer with examples
- Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches
- On the assessment of Monte Carlo error in simulation-based statistical analyses
- Computing the Distributions of Economic Models via Simulation
This page was built for publication: Monte Carlo simulation for econometricians
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2903457)