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Numerical approximation of conditional asymptotic variances using Monte Carlo simulation

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  • Tak Mak
  • Fassil Nebebe

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Suggested Citation

  • Tak Mak & Fassil Nebebe, 2009. "Numerical approximation of conditional asymptotic variances using Monte Carlo simulation," Computational Statistics, Springer, vol. 24(2), pages 333-344, May.
    • Handle: RePEc:spr:compst:v:24:y:2009:i:2:p:333-344
    DOI: 10.1007/s00180-008-0121-0
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    References listed on IDEAS

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    1. Moran, P. A. P., 1971. "Estimating structural and functional relationships," Journal of Multivariate Analysis, Elsevier, vol. 1(2), pages 232-255, June.
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