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Monte Carlo test methods in econometrics (2001)
by
Jean-marie Dufour
,
Lynda Khalaf
| Venue: | Companion to Theoretical Econometrics’, Blackwell Companions to Contemporary Economics |
| Citations: | 37 - 26 self |
BibTeX
@INPROCEEDINGS{Dufour01montecarlo,
author = {Jean-marie Dufour and Lynda Khalaf},
title = {Monte Carlo test methods in econometrics},
booktitle = {Companion to Theoretical Econometrics’, Blackwell Companions to Contemporary Economics},
year = {2001},
pages = {494--519}
}
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Abstract
The authors thank three anonymous referees and the Editor Badi Baltagi for several useful comments. This work was supported by the Bank of Canada and by grants from the Canadian Network of Centres of Excellence [program on Mathematics
