Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
type: Item
instance of: scholarly article
title: Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
zbMATH Open document ID: 0897.90058
DOI: 10.1016/S0165-1765(96)00906-8
author: David L. Edgerton
published in: Economics Letters
publication date: 1998-07-23T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1178790
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: test properties
MaRDI profile type: Publication
cites work: Testing autocorrelation in a system perspective testing autocorrelation
cites work: On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
cites work: A Monte Carlo Study of Some Small Sample Properties of Tests for Specification Error
cites work: Some Properties of Tests for Specification Error in a Linear Regression Model
full work available at URL: s0165-1765(96)00906-8
OpenAlex ID: W2092694275
description: scientific article; zbMATH DE number 1178790