Open AccessPost-Stimulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-Nested Hypothesis Test Statistics
Author(s) -
Neil R. Ericsson
Publication year - 1986
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1986.276
Subject(s) - monte carlo method , statistic , test statistic , statistical hypothesis testing , sample (material) , mathematics , sample size determination , monte carlo method in statistical physics , monte carlo molecular modeling , statistics , asymptotic analysis , statistical physics , hybrid monte carlo , computer science , markov chain monte carlo , physics , thermodynamics