Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test
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References listed on IDEAS
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More about this item
KeywordsNumber of replications; Monte Carlo; accuracy.;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-02-14 (All new papers)
- NEP-ECM-2001-02-14 (Econometrics)
- NEP-EVO-2001-02-14 (Evolutionary Economics)
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