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A classified bibliography of Monte Carlo studies in econometrics

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  • Sowey, Eric R.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4582CV1-6/2/91427f6c4880a8715d84621b3679cf96
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 1 (1973)
    Issue (Month): 4 (December)
    Pages: 377-395

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    Handle: RePEc:eee:econom:v:1:y:1973:i:4:p:377-395

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
    2. Ericsson, Neil R, 1986. "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 691-707, August.
    3. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976 Elsevier.

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