Regression-Based Methods for Using Control Variates in Monte Carlo Experiments
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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.
References listed on IDEAS
- D. F. Hendry & P. K. Trivedi, 1972. "Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study," Review of Economic Studies, Oxford University Press, vol. 39(2), pages 117-145.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
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- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
- Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 415-443.
- Nankervis, J C & Savin, N E, 1988. "The Student's t Approximation in a Stationary First Order Autoregressive Model," Econometrica, Econometric Society, vol. 56(1), pages 119-145, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
- Arnold de Silva, 1999. "Wage Discrimination Against Natives," Canadian Public Policy, University of Toronto Press, vol. 25(1), pages 65-85, March.
- 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.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998.
"Approximate bias correction in econometrics,"
Journal of Econometrics,
Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
- Zweimuller, J & Winter-Ebmer, R, 1994.
"Gender Wage Differentials in Private and Public Sector Jobs,"
Journal of Population Economics,
Springer;European Society for Population Economics, vol. 7(3), pages 271-285, July.
- Zweimuller, Jopsef & Winter- Ebmer, Rudolf, 1993. "Gender Wage Differentials in Private and Public Sector Jobs," Institute for Research on Labor and Employment, Working Paper Series qt7ps0140j, Institute of Industrial Relations, UC Berkeley.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- 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.
- 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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