Using Randomization to Break the Curse of Dimensionality
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Other versions of this item:
- John Rust, 1997. "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, vol. 65(3), pages 487-516, May.
- John Rust & Department of Economics & University of Wisconsin, 1994. "Using Randomization to Break the Curse of Dimensionality," Computational Economics 9403001, University Library of Munich, Germany, revised 19 Nov 1996.
References listed on IDEAS
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Keywordseconometrics ; probability;
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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