Econometrics
Abonazel, M. R.,
"A Practical Guide for Creating Monte Carlo Simulation Studies Using R",
International Journal of Mathematics and Computational Science, vol. 4, issue 1, pp. 18-33, 2018.
AbstractThis paper considers making Monte Carlo simulation studies using R language. Monte Carlo simulation techniques are very
commonly used in many statistical and econometric studies by many researchers. So, we propose a new algorithm that
provides researchers with basics and advanced skills about how to create their R-codes and then achieve their simulation
studies. Our algorithm is a general and suitable for creating any simulation study in statistical and econometric models.
Moreover, we provide some empirical examples in econometrics as applications on this algorithm.
Abonazel, M. R.,
"How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models",
Annual Conference on Statistics, Computer Sciences and Operations Research, Egypt, 30 DECEMBER , 2015.
AbstractIn this workshop, we provide the main steps for making the Monte Carlo simulation study using R language. A Monte Carlo simulation is very common used in many statistical and econometric studies by many researchers. We will extend these researchers with the basic information about how to create their R-codes in an easy way. Moreover, this workshop provides some empirical examples in econometrics as applications. Finally, the simple guide for creating any simulation R-code has been produced.