Assessing the Quality of Pseudo-Random Number Generators
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 36 (2010)
Issue (Month): 1 (June)
Pseudo-random numbers; Test for randomness; Random number generators; 65C10; 68U20;
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- Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008.
"E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics,"
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- Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
- Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Society for Computational Economics, vol. 31(1), pages 21-43, February.
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