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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Bibliographic Details
Main Author: Huh, Ji Young
Format: Others
Published: Scholarship @ Claremont 2015
Subjects:
Online Access:http://scholarship.claremont.edu/cmc_theses/1160
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=2167&context=cmc_theses