Applications of Monte Carlo Methods in Statistical Inference Using Regression Analysis
This paper studies the use of Monte Carlo simulation techniques in the field of econometrics, specifically statistical inference. First, I examine several estimators by deriving properties explicitly and generate their distributions through simulations. Here, simulations are used to illustrate and s...
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Format: | Others |
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Scholarship @ Claremont
2015
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Online Access: | http://scholarship.claremont.edu/cmc_theses/1160 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=2167&context=cmc_theses |