Control Variates to Estimate the Reduced Form Variance in Econometric Models

DOI10.2307/1914310zbMath0605.62136OpenAlexW1982052862MaRDI QIDQ3742589

Frederic P. Sterbenz, Giorgio Calzolari

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914310

zbMATH Keywords

linearizationstochastic simulationcontrol variatesvariance reduction methodreduced form variances

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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