Working paper/research report

Time Series Simulation with Quasi Monte Carlo Methods


Authors listLi, J.X.; Winker, P.

Publication year2000

Title of seriesPapers Pennsylvania State, Department of Economics

Number in series9-00-1


Abstract

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.




Authors/Editors




Citation Styles

Harvard Citation styleLi, 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 styleLi, 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.


Last updated on 2025-21-05 at 16:14