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Stochastic Ceteris Paribus Simulations

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  • Dag Kolsrud

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  • Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
    • Handle: RePEc:kap:compec:v:31:y:2008:i:1:p:21-43
    DOI: 10.1007/s10614-007-9105-3
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    Cited by:

    1. P. Luizi & F. Cruz & J. Graaf, 2010. "Assessing the Quality of Pseudo-Random Number Generators," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 57-67, June.

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    More about this item

    Keywords

    Ceteris paribus; Common random numbers; Counterfactual analysis; Stochastic simulation; Super exogeneity; Variance reduction; C15; C53; C90; E63;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
    • E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy

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