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Scrambled Halton sequences in Mata
Kolenikov, Stanislav
2012
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Abstract
In this article, I discuss the need for Halton sequences and discuss the Mata implementation of scrambling of Halton sequences, providing several examples of scrambling procedures.
Details
Title
Scrambled Halton sequences in Mata
Keywords
Halton sequence
;
quasi–Monte Carlo
;
scrambled Halton sequence
Author(s)
Kolenikov, Stanislav
Subject(s)
Research Methods/ Statistical Methods
Issue Date
2012
Publication Type
Journal Article
DOI and Other Identifiers
10.22004/ag.econ.202122
st0244 (Other)
Record Identifier
https://ageconsearch.umn.edu/record/202122
PURL Identifier
http://purl.umn.edu/202122
Published in
Stata Journal
Volume
12
Issue
01
Page Range
29 - 44
Total Pages
18
Record Appears in
Stata Journal
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