Posts Tagged ‘ Monte Carlo ’

Reading for the Holidays

December 15, 2017
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Reading for the Holidays

Here are some suggestions for your Holiday reading:Athey, S. and G. Imbens, 2016. The state of econometrics - Causality and policy evaluation. Mimeo., Graduate School of Business, Stanford University.Cook, J. D., 2010. Testing a random number generator...

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Reading for the Holidays

December 15, 2017
By
Reading for the Holidays

Here are some suggestions for your Holiday reading:Athey, S. and G. Imbens, 2016. The state of econometrics - Causality and policy evaluation. Mimeo., Graduate School of Business, Stanford University.Cook, J. D., 2010. Testing a random number generator...

Read more »

Econometrics Reading List for November

November 5, 2017
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Econometrics Reading List for November

Some suggestions........Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between...

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Econometrics Reading List for November

November 5, 2017
By
Econometrics Reading List for November

Some suggestions........Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between...

Read more »

Recommended Reading for October

October 4, 2017
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Recommended Reading for October

Andor, N. & C. Parmeter, 2017. Pseudolikelihood estimation of the stochastic frontier model. Ruhr Economic Papers #693.Chalak, K., 2017. Instrumental variables methods with heterogeneity and mismeasured instruments. Econometric Theory, 33, 69-104.K...

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Recommended Reading for October

October 4, 2017
By
Recommended Reading for October

Andor, N. & C. Parmeter, 2017. Pseudolikelihood estimation of the stochastic frontier model. Ruhr Economic Papers #693.Chalak, K., 2017. Instrumental variables methods with heterogeneity and mismeasured instruments. Econometric Theory, 33, 69-104.K...

Read more »

How Good is That Random Number Generator?

September 28, 2017
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How Good is That Random Number Generator?

Recently, I saw a reference to an interesting piece from 2013 by Peter Grogono, a computer scientist now retired from Concordia University. It's to do with checking the "quality" of a (pseudo-) random number generator.Specifically, Peter discusses what...

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How Good is That Random Number Generator?

September 28, 2017
By
How Good is That Random Number Generator?

Recently, I saw a reference to an interesting piece from 2013 by Peter Grogono, a computer scientist now retired from Concordia University. It's to do with checking the "quality" of a (pseudo-) random number generator.Specifically, Peter discusses what...

Read more »

Monte Carlo Simulations & the "SimDesign" Package in R

September 20, 2017
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Monte Carlo Simulations & the "SimDesign" Package in R

Past posts on this blog have included several relating to Monte Carlo simulation - e.g., see here, here, and here.Recently I came across a great article by Matthew Sigal and Philip Chalmers in the Journal of Statistics Education. It's titled, "Play it ...

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Monte Carlo Simulations & the "SimDesign" Package in R

September 20, 2017
By
Monte Carlo Simulations & the "SimDesign" Package in R

Past posts on this blog have included several relating to Monte Carlo simulation - e.g., see here, here, and here.Recently I came across a great article by Matthew Sigal and Philip Chalmers in the Journal of Statistics Education. It's titled, "Play it ...

Read more »


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