Title of article
Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
Author/Authors
Edgerton، نويسنده , , David L. ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
7
From page
153
To page
159
Abstract
Most Monte Carlo studies of test properties use the same values of the exogenous variables in all replications. We show that a considerable improvement in precision can be obtained by drawing separate samples at each replication.
Keywords
Monte Carlo simulation , Test properties
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434209
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