Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test
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Publication:1856576
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Cites work
- scientific article; zbMATH DE number 4024487 (Why is no real title available?)
- An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Seasonal integration and cointegration
- Statistical analysis of cointegration vectors
- Testing for Common Trends
- Testing for nonstationary parameter specifications in seasonal time series models
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
Cited in
(7)- The statistical evaluation for transformation analysis by means of Monte Carlo simulation
- scientific article; zbMATH DE number 3890519 (Why is no real title available?)
- Using simulation studies to evaluate statistical methods
- How many simulations should one run?
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- Semiparametric efficient adaptive estimation of the GJR-GARCH model
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