Regression-based methods for using control variates in Monte Carlo experiments
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Russell Davidson & James G. Mackinnon, 1991. "Regression-Based Methods for Using Control Variates in Monte Carlo Experiments," Working Papers 803, Queen's University, Department of Economics.
References listed on IDEAS
- D. F. Hendry & P. K. Trivedi, 1972. "Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study," Review of Economic Studies, Oxford University Press, vol. 39(2), pages 117-145.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics,
Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Papers 537, Queen's University, Department of Economics.
- Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 415-443.
- Nankervis, J C & Savin, N E, 1988. "The Student's t Approximation in a Stationary First Order Autoregressive Model," Econometrica, Econometric Society, vol. 56(1), pages 119-145, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998.
"Approximate bias correction in econometrics,"
Journal of Econometrics,
Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- James G. MacKinnon & Anthony A. Smith Jr., 1995. "Approximate Bias Correction in Econometrics," Working Papers 919, Queen's University, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Cambridge University Press, vol. 15(03), pages 361-376, June.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1996. "The Size and Power of Bootstrap Tests," Working Papers 932, Queen's University, Department of Economics.
- Zweimuller, J & Winter-Ebmer, R, 1994.
"Gender Wage Differentials in Private and Public Sector Jobs,"
Journal of Population Economics,
Springer;European Society for Population Economics, vol. 7(3), pages 271-285, July.
- Zweimuller, Jopsef & Winter- Ebmer, Rudolf, 1993. "Gender Wage Differentials in Private and Public Sector Jobs," Institute for Research on Labor and Employment, Working Paper Series qt7ps0140j, Institute of Industrial Relations, UC Berkeley.
- Racine, Jeffrey S. & MacKinnon, James G., 2007.
"Inference via kernel smoothing of bootstrap P values,"
Computational Statistics & Data Analysis,
Elsevier, vol. 51(12), pages 5949-5957, August.
- Jeff Racine & James G. MacKinnon, 2006. "Inference via kernel smoothing of bootstrap P values," Working Papers 1054, Queen's University, Department of Economics.
- Racine, Jeff & MacKinnon, James, 2006. "Inference via Kernel Smoothing of Bootstrap P Values," Queen's Economics Department Working Papers 273530, Queen's University - Department of Economics.
- Arnold de Silva, 1999. "Wage Discrimination Against Natives," Canadian Public Policy, University of Toronto Press, vol. 25(1), pages 65-85, March.
- Sadraoui, Tarek & Ben Zina, Naceur, 2007.
"Coopération en R&D et croissance économique : Une analyse par les données de panel dynamique
[R&D Cooperation and economic growth: A dynamic panel data analysis]," MPRA Paper 3415, University Library of Munich, Germany.
- Lee C. Adkins, 2011. "Monte Carlo Experiments Using gretl: A Primer," Economics Working Paper Series 1103, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Timothy C. Hesterberg & Barry L. Nelson, 1998. "Control Variates for Probability and Quantile Estimation," Management Science, INFORMS, vol. 44(9), pages 1295-1312, September.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:54:y:1992:i:1-3:p:203-222. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.