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Routines to speed Monte Carlo experiments

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  • William Gould

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  • William Gould, 1995. "Routines to speed Monte Carlo experiments," Stata Technical Bulletin, StataCorp LP, vol. 4(20).
    • Handle: RePEc:tsj:stbull:y:1995:v:4:i:20:ssi6
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    References listed on IDEAS

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    1. Sean Becketti & Charles S. Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
    2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    3. Sean Becketti, 1994. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
    4. Hansen, Bruce E., 1992. "Testing for parameter instability in linear models," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 517-533, August.
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