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Robustness of Spatial Autocorrelation Specifications : Some Monte Carlo Evidence

Dubin, Robin A. - 2003

This paper examines the robustness of various models of spatial autocorrelation through a series of Monte Carlo …

Persistent link: https://www.econbiz.de/10014084287

Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study

Birgean, Ionel; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410062

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Bollerslev, Tim (contributor); … - 2004

option-implied volatility measures. A small-scale Monte Carlo experiment suggests that the procedure works well in practice …

Persistent link: https://www.econbiz.de/10002365255

Monte Carlo benchmarks for discrete response valuation methods: reply

Huang, Ju-chin; Smith, V. Kerry - In: Land economics : applied research on environmental resources 78 (2002) 4, pp. 617-623

Persistent link: https://www.econbiz.de/10001741868

Monte Carlo Experiments Using Stata: A Primer with Examples

Adkins, Lee C.; Gade, Mary N. - In: 30th anniversary edition, (pp. 429-477). 2012

Monte Carlo simulations are a very powerful way to demonstrate the basic sampling properties of various statistics in econometrics. The commercial software package Stata makes these methods accessible to a wide audience of students and practitioners. The purpose of this chapter is to present a...

Persistent link: https://www.econbiz.de/10015378492