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Regression-based methods for using control variates in Monte Carlo experiments

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  • Davidson, Russell
  • MacKinnon, James G.

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  • Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
  • Handle: RePEc:eee:econom:v:54:y:1992:i:1-3:p:203-222
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    Cited by:

    1. Russell Davidson & James G. MacKinnon, 1996. "The Size and Power of Bootstrap Tests," Working Papers 932, Queen's University, Department of Economics.
    2. 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.
    3. MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
    4. 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.
    5. Timothy C. Hesterberg & Barry L. Nelson, 1998. "Control Variates for Probability and Quantile Estimation," Management Science, INFORMS, vol. 44(9), pages 1295-1312, September.

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