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ArticleAntithetic variates to estimate the simulation bias in non-linear models

Giorgio Calzolari1979

Article1979

Antithetic variates to estimate the simulation bias in non-linear models

Giorgio Calzolari

34 citations·0/0 files stored·Economics Letters

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Simulation Techniques and Applications Monetary Policy and Economic Impact Markov Chains and Monte Carlo Methods

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References

1972Computer Simulation Experiments with Models of Economic Systems 1969Estimation of Interdependent Systems in Macroeconometrics 1976Computer Simulation Swindles, with Applications to Estimates of Location and Dispersion 1980The One-Period Forecast Errors in Nonlinear Econometric Models

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1989Measures of Deterministic Prediction Bias in Nonlinear Models 1981Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models

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Year1979

Typearticle

Published1979-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations34

Files0 public / 0

ShelfSimulation Techniques and Applications

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doi10.1016/0165-1765(79)90178-2

openalex_workW1986239552

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