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A Comparative Analysis of Different Monte Carlo Methods
Matyas, Laszlo
;
Harris, Mark
1993
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Abstract
The purpose of this paper is to investigate how different ways to generate data in a Monte Carlo experiment can influence the outcome of an analysis.
Details
Title
A Comparative Analysis of Different Monte Carlo Methods
Keywords
Monte Carlo experiment
;
Simulation
;
Estimation
;
Durbin—Watson test
Author(s)
Matyas, Laszlo
Harris, Mark
Subject(s)
Research Methods/Statistical Methods
Issue Date
9/1/1993
Publication Type
Working or Discussion Paper
Digital Object Identifier
https://doi.org/10.22004/ag.econ.267416
Record Identifier
https://ageconsearch.umn.edu/record/267416
Language
English
Total Pages
18
Series Statement
Working Paper No. 10/93
Record Appears in
Monash University
>
Department of Econometrics and Business Statistics Working Papers
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