Monte Carlo Simulation for Econometricians
From MaRDI portal
Publication:2903457
DOI10.1561/0800000011zbMath1255.91336OpenAlexW4206162951MaRDI QIDQ2903457
Publication date: 10 August 2012
Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1561/0800000011
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models ⋮ Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches ⋮ Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing
This page was built for publication: Monte Carlo Simulation for Econometricians
