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Volumn 43, Issue 4, 2002, Pages 567-577

Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test

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EID: 0036823693     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-002-0124-9     Document Type: Article
Times cited : (20)

References (12)
  • 2
    • 0012938051 scopus 로고
    • Selección del número de replicaciones en un estudio de simulación
    • Díaz-Emparanza, I. (1995), 'Selección del número de replicaciones en un estudio de simulación', Estadística Española 37, 497-509.
    • (1995) Estadística Española , vol.37 , pp. 497-509
    • Díaz-Emparanza, I.1
  • 3
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D. & Fuller, W. (1981), 'Likelihood ratio statistics for autoregressive time series with a unit root', Econometrica 49, 1057-1071.
    • (1981) Econometrica , vol.49 , pp. 1057-1071
    • Dickey, D.1    Fuller, W.2
  • 4
    • 38249038204 scopus 로고
    • An analysis of five simulation methods for determining the number of replications in a complex monte carlo study
    • Finster, M. P. (1987), 'An analysis of five simulation methods for determining the number of replications in a complex monte carlo study', Statistics & Probability Letters 5, 353-360.
    • (1987) Statistics & Probability Letters , vol.5 , pp. 353-360
    • Finster, M.P.1
  • 5
    • 0001575014 scopus 로고
    • Testing for nonstationary parameter specifications in seasonal time series models
    • Hasza, D. & Fuller, W. (1982), 'Testing for nonstationary parameter specifications in seasonal time series models', The Annals of Statistics 10, 1209-1216.
    • (1982) The Annals of Statistics , vol.10 , pp. 1209-1216
    • Hasza, D.1    Fuller, W.2
  • 11
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., Phillips, P., Schmidt, P. & Shin, Y. (1992), 'Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?', Jornal of Econometrics 54, 159-178.
    • (1992) Jornal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.2    Schmidt, P.3    Shin, Y.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.