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Is a small Monte Carlo analysis a good analysis?

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  • Ignacio Díaz-Emparanza

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File URL: http://hdl.handle.net/10.1007/s00362-002-0124-9
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Article provided by Springer in its journal Statistical Papers.

Volume (Year): 43 (2002)
Issue (Month): 4 (October)
Pages: 567-577

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Handle: RePEc:spr:stpapr:v:43:y:2002:i:4:p:567-577
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Order Information: Web: http://www.springer.com/statistics/business/journal/362

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  1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  2. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
  3. Finster, Mark P., 1987. "An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study," Statistics & Probability Letters, Elsevier, vol. 5(5), pages 353-360, August.
  4. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
  5. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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