ANTITHETIC VARIATES TO ESTIMATE THE SIMULATION BIAS IN NON-LINEAR MODELS

被引：17

作者：

CALZOLARI, G

机构：

[1] Centro Scientifico IBM, Pisa

来源：

ECONOMICS LETTERS | 1979年 / 4卷 / 04期

关键词：

D O I：

10.1016/0165-1765(79)90178-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper describes a Monte Carlo experiment, which makes use of antithetic variate sampling, to get an accurate estimate of the deterministic simulation bias in the non-linear Klein-Goldberger model. The computational efficiency is more than 500 times greater than in case of simple random sampling. © 1979.

引用

页码：323 / 328

页数：6

共 7 条

[1] THE ONE-PERIOD FORECAST ERRORS IN NON-LINEAR ECONOMETRIC-MODELS [J].