Stochastic ceteris paribus simulations

DOI10.1007/S10614-007-9105-3MaRDI QIDQ2476607zbMATH OpenOpenAlexFDO

Authors Dag Olaf Kolsrud

Publication date 12 March 2008

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-007-9105-3

zbMATH Keywords

ceteris paribuscommon random numberscounterfactual analysisstochastic simulationsuper exogeneityvariance reduction

Mathematics Subject Classification ID

Stochastic processes (60G99) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

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Cited in

(2)

• Modeling and Generating Stochastic Inputs for Simulation Studies
• Some Guidelines and Guarantees for Common Random Numbers

Describes a project that uses

Uses Software

• bootstrap

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