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

DOI10.1007/s00362-002-0124-9zbMath1008.62018OpenAlexW2605218479MaRDI QIDQ1856576

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

Mathematics Subject Classification ID

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

Related Items (1)

Semiparametric efficient adaptive estimation of the GJR-GARCH model

Cites Work

• Unnamed Item
• Seasonal integration and cointegration
• 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?
• An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
• Statistical analysis of cointegration vectors
• Testing for nonstationary parameter specifications in seasonal time series models
• Testing for Common Trends
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

This page was built for publication: Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test