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Simulation techniques for panels Efficient importance sampling
R Liesenfeld, JF Richard - The Econometrics of Panel Data: Fundamentals …, 2008 - Springer
… The cornerstone of any simulation based inference technique lies in the generation by computer of sequences of “pseudorandom” numbers. Following Devroye (1986), we will assume …
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… The cornerstone of any simulation based inference technique lies in the generation by computer of sequences of “pseudorandom” numbers. Following Devroye (1986), we will assume …