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Stochastic Simulation: A Package for Monte Carlo Experiments on Econometric Models

IP.com Disclosure Number: IPCOM000068936D
Original Publication Date: 1978-Mar-01
Included in the Prior Art Database: 2005-Feb-20

Publishing Venue

IBM

Related People

Authors:
Bianchi, C Calzolari, G Corsi, P [+details]

Abstract

The stochastic simulation of an econometric model is an application of Monte Carlo methods.