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Some Uses of Simulation in Econometrics

Pagan, Adrian

Description

Simulation methods are now widely used in econometrics. The range of uses covers both the estimation of parameters in and the use of models. In this paper we discuss how simulation methods can be used to investigate some issues that have proven extremely

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/94854
Source: Mathematics and Computers in Simulation

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