Working paper/research report
Authors list: Li, J.X.; Winker, P.
Publication year: 2000
Title of series: Papers Pennsylvania State, Department of Economics
Number in series: 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:
Citation Styles
Harvard Citation style: 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 Citation style: 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.