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Monte Carlo Experiments Using Stata: A Primer with Examples
Advances in Econometrics
Monte Carlo simulations are a very powerful way to demonstrate the basic sampling properties of various statistics in econometrics. The commercial software package Stata makes these methods accessible to a wide audience of students and practitioners. The purpose of this paper is to present a self-contained primer for conducting Monte Carlo exercises as part of an introductory econometrics course. More experienced econometricians that are new to Stata may find this useful as well. Many examplesdoi:10.1108/s0731-9053(2012)0000030019 fatcat:7uqnifp6irdl3pte5evbqe5fma