Advani, A; Kitagawa, T; Sloczynski, T; (2019) Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. Journal of Applied Econometrics , 34 (6) pp. 893-910. 10.1002/jae.2724 <https://doi.org/10.1002/jae.2724>. Green open access