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Search: person:"Diaz-Emparanza, Ignacio"
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Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test.
Díaz-Emparanza, Ignacio
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EconWPA
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2000
In this paper we study the relationship between the number of replications and the accuracy of the estimated quantiles of a distribution obtained by simulation. A method for testing hypotheses on the quantiles of a theoretical distribution using the simulated distribution is proposed, as well as...
Persistent link: https://www.econbiz.de/10005119142
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Econometrics with gretl. Proceedings of the gretl Conference 2009.
Díaz-Emparanza, Ignacio
(
contributor
); …
-
Facultad de Ciencias Económicas y Empresariales, …
This book contains the articles presented at the first International gretl Conference, held on may 28-29, 2009 in Bilbao, Spain.
Persistent link: https://www.econbiz.de/10004987296
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