Pages that link to "Item:Q2903457"
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The following pages link to Monte Carlo simulation for econometricians (Q2903457):
Displaying 8 items.
- On the role of simulation in the statistical evaluation of econometric models (Q1118318) (← links)
- Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? (Q1392156) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing (Q1737508) (← links)
- Reproducible econometric simulations (Q2870576) (← links)
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (Q3740106) (← links)
- Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches (Q5138559) (← links)
- Computing the Distributions of Economic Models via Simulation (Q5456473) (← links)