1995
Monte Carol response surface: A comparative approach
Publication
Publication
Journal of Statistical Planning and Inference , Volume 43 - Issue 1-2 p. 301- 310
This paper evaluates the performance of the Hendry-style response surface and compares it with a nonparametric alternative in the context of assessing the power of a Wald test statistic in the no-intercept, first-order autoregressive model.
| Additional Metadata | |
|---|---|
| Monte Carlo experiment, response surfaces, Simulation, Wald test statistic | |
| dx.doi.org/10.1016/0378-3758(94)00028-T | |
| Journal of Statistical Planning and Inference | |
| Organisation | Department of Economics |
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Power, S. (1995). Monte Carol response surface: A comparative approach. Journal of Statistical Planning and Inference, 43(1-2), 301–310. doi:10.1016/0378-3758(94)00028-T
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