The Design of Monte Carlo Experiments for VAR Models.
| Year of publication: |
1996
|
|---|---|
| Authors: | Dhrymes, P.J. |
| Institutions: | Department of Economics, School of Arts and Sciences |
| Subject: | MATHEMATICS | ECONOMETRICS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 10 pages |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C19 - Econometric and Statistical Methods: General. Other |
| Source: |
Persistent link: https://www.econbiz.de/10005549096