We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity … simulation study based on this data set. The simulations suggest that the proposed rule performs well. -- Optimal bandwidth …

match is of high quality, given the nature of the source datasets. The quality of the simulation of employment gains for … included in the time-use survey. Household consumption was then assigned to each household in the simulation containing a job … imputed usual hours, earnings, and household production generated in the simulation. In both cases, the simulations were of …

comparison is based on a small simulation study. The processes that are simulated are in the class of ARMA (5,5) processes. Based … on the simulation evidence, we suggest to use a slightly modified version of Buehlmann's (1996) iterative method …. -- window width ; bandwidth ; non-parametric spectral estimation ; simulation …

The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. -- Debt …

distribution is normal under the null hypothesis, and a consistent bootstrap is available to get simulation based critical values …

estimation approach, e.g., for agent based microsimulation models or complex multifractal models, simulation based estimators …

methodology is thus termed "ROM simulation''. We discuss certain classes of random orthogonal matrices and show how each class … produces samples with different characteristics. ROM simulation has applications to many problems that are resolved using … illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio …