Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test

DOI10.1007/S00362-002-0124-9zbMATH Open1008.62018OpenAlexW2605218479MaRDI QIDQ1856576FDOQ1856576

Authors: Ignacio Diaz-Emparanza 

Publication date: 10 February 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0124-9

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Cites Work

• Seasonal integration and cointegration
• Title not available (Why is that?)
• Statistical analysis of cointegration vectors
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• 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?
• Testing for Common Trends
• Testing for nonstationary parameter specifications in seasonal time series models
• An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study

Cited In (7)

• Semiparametric efficient adaptive estimation of the GJR-GARCH model
• How many simulations should one run?
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• The statistical evaluation for transformation analysis by means of Monte Carlo simulation
• Considerations for Effective Simulation Study Analysis
• Using simulation studies to evaluate statistical methods
• Simulation-Based Tests that Can Use Any Number of Simulations

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