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nonlinear econometric models
antithetic variates
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simulation
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Antithetic variates
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variance reduction
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Gibbs sampling
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Klein-Goldberger model
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Latin Hypercube sampling
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Monte Carlo
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Monte Carlo integration
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Monte Carlo methods
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Radiation
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Sample average approximation
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Stochastic programming
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asymptotically most powerful test
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control variates
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equality of correlated proportions
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forecasting
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importance sampling
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incomplete data
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Calzolari, Giorgio
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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The deterministic simulation bias in the Klein-Goldberger model
Calzolari, Giorgio
-
Volkswirtschaftliche Fakultät, …
-
1979
Stochastic simulation with
antithetic
variates
is used to evaluate the bias of deterministic simulation in nonlinear …
Persistent link: https://www.econbiz.de/10008560097
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