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

Bibliographic Details

Main Author:	Ericsson, Neil R.
Corporate Author:	Board of Governors of the Federal Reserve System (U.S.)
Format:	Government Document eBook
Language:	English
Published:	[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1986]
Edition:	Rev. Mar. 1986.
Series:	International finance discussion papers ; 276.
Subjects:	Monte Carlo method.
Online Access:	https://purl.fdlp.gov/GPO/gpo30873