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One-node quadrature beats Monte Carlo : a generalized stochastic simulation algorithm
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - 2011
"In conventional stochastic simulation algorithms, Monte Carlo integration and curve fitting are merged together and … stochastic simulation approach in which integration and curve fitting are separated. We specifically allow for the use of … achieve accuracy of solutions that is orders of magnitude higher than that of the conventional stochastic simulation …
Persistent link: https://www.econbiz.de/10008825328
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Comparing 2SLS vs 2SRI for binary outcomes and binary exposures
Basu, Anirban; Coe, Norma B.; Chapman, Cole G. - 2017
Persistent link: https://www.econbiz.de/10011743323
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Using Wasserstein generative adversarial networks for the design of Monte Carlo simulations
Athey, Susan; Imbens, Guido; Metzger, Jonas; Munro, Evan M. - 2019
Persistent link: https://www.econbiz.de/10012172650
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Monte Carlo techniques in studying robust estimators
Hoaglin, David C. - 1973
Persistent link: https://www.econbiz.de/10000646438
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Another look at long-run money demand
Ball, Laurence M. - 1998
Persistent link: https://www.econbiz.de/10000669758
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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.; Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003770562
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Uncertainty, climate change and the global economy
Below, David von; Persson, Torsten - 2008
Persistent link: https://www.econbiz.de/10003770765
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Euler-equation estimation for discrete choice models : a capital accumulation application
Cooper, Russell W.; Haltiwanger, John C.; Willis, … - 2010
. This methodology allows us to take the structural model directly to the data, avoiding time-consuming simulation- based …
Persistent link: https://www.econbiz.de/10003932021
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Higher order properties of the wild bootstrap under misspecification
Kline, Patrick; Santos, Andres - 2011
"We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the errors are mean independent of the regressors or...
Persistent link: https://www.econbiz.de/10008904659
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Identification and inference in linear stochastic discount factor models
Burnside, Craig - 2010
"When linear asset pricing models are estimated using excess return data, a normalization of the model must be selected. Several normalizations are equivalent when the model is correctly specified, but the identification conditions differ across normalizations. In practice, some or all of these...
Persistent link: https://www.econbiz.de/10008807763