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Some Uses of Simulation in Econometrics

Pagan, Adrian

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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

dc.contributor.authorPagan, Adrian
dc.date.accessioned2015-12-13T23:41:20Z
dc.identifier.issn0378-4754
dc.identifier.urihttp://hdl.handle.net/1885/94854
dc.description.abstractSimulation 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
dc.publisherElsevier
dc.sourceMathematics and Computers in Simulation
dc.subjectKeywords: Business cycle; Econometrics; Simulation
dc.titleSome Uses of Simulation in Econometrics
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume1616?
dc.date.issued1999
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.ariespublicationMigratedxPub24557
local.type.statusPublished Version
local.contributor.affiliationPagan, Adrian, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue1-9
dc.date.updated2015-12-12T09:32:07Z
local.identifier.scopusID2-s2.0-0346398214
CollectionsANU Research Publications

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