Post-simulation analysis of Monte Carlo experiments : interpreting Pesaran's (1974) study of non-nested hypothesis test statistics / by Neil R. Ericsson.

Author/creator Ericsson, Neil R.
Other author Board of Governors of the Federal Reserve System (U.S.)
Format Electronic
EditionRev. Mar. 1986.
Publication Info[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1986]
Description1 online resource (41 pages) : illustrations.
Supplemental Contenthttps://purl.fdlp.gov/GPO/gpo30873
Subjects

SeriesInternational finance discussion papers ; number 276
International finance discussion papers ; 276. ^A1116047
General noteTitle from title screen (viewed on Nov. 5, 2012).
Bibliography noteIncludes bibliographical references (p. 36-39).
Issued in other formPrint version: Ericsson, Neil R. Post-simulation analysis of Monte Carlo experiments
GPO item number0443-B (online)
Govt. docs number FR 1.62:276

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