Open AccessMonte Carlo Methodology and the Finite Sample Properties of Statistics for Testing Nested and Non-Nested Hypothesis
Author(s) -
Neil R. Ericsson
Publication year - 1987
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1987.317
Subject(s) - mathematics , simultaneity , monte carlo method , statistic , statistics , asymptotic analysis , sample size determination , instrumental variable , statistical hypothesis testing , wald test , sample (material) , econometrics , physics , classical mechanics , thermodynamics