Arbeitspapier/Forschungsbericht
Autorenliste: Li, J.X.; Winker, P.
Jahr der Veröffentlichung: 2000
Serientitel: Papers Pennsylvania State, Department of Economics
Serienzählung: 9-00-1
This paper compares quasi Monte Carlo methods, in particular so-called (t,m,s)-Nets, with classical Monte Carlo approaches for simulating econometric time-series.
Abstract:
Zitierstile
Harvard-Zitierstil: Li, J. and Winker, P. (2000) Time Series Simulation with Quasi Monte Carlo Methods. (Papers Pennsylvania State, Department of Economics, 9-00-1). University Park, PA: Pennsylvania State University, Department of Economics
APA-Zitierstil: Li, J., & Winker, P. (2000). Time Series Simulation with Quasi Monte Carlo Methods. (Papers Pennsylvania State, Department of Economics, 9-00-1). Pennsylvania State University, Department of Economics.
