A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163): Difference between revisions

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scientific article

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English	A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances	scientific article

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scholarly article

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title

A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (English)

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zbMATH Open document ID

0850.62913

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DOI

10.1016/0378-3758(95)00058-5

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Journal of Statistical Planning and Inference

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publication date

20 November 1996

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Mathematics Subject Classification ID

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0378-3758(95)00058-5

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OpenAlex ID

W2047728189

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cites work

Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity

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Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models

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Small sample properties of ridge estimators with normal and non-normal disturbances

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The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

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Q4188597

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Maximization by Quadratic Hill-Climbing

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Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances

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Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares

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The structure of simultaneous equations estimators

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Q5822350

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Small-Sample Estimation of a Structural Equation with Autocorrelated Errors

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Q5585020

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A Monte Carlo Study of Alternative Simultaneous Equation Estimators

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On Certain Small Sample Properties of k-Class Estimators

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A Monte Carlo Study of Small-Sample Properties of Simultaneous Equation Estimators With Normal and Nonnormal Disturbances

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FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

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A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations

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Mathematics(1 entry)

mardi Publication:1918163

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0378-3758(95)00058-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2047728189
@@ Property / OpenAlex ID: W2047728189 / rank @@
+Normal rank
@@ Property / cites work @@
+Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models
+Normal rank
@@ Property / cites work @@
+Small sample properties of ridge estimators with normal and non-normal disturbances
+Normal rank
@@ Property / cites work @@
+The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
+Normal rank
@@ Property / cites work @@
+Q4188597
@@ Property / cites work: Q4188597 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximization by Quadratic Hill-Climbing
@@ Property / cites work: Maximization by Quadratic Hill-Climbing / rank @@
+Normal rank
@@ Property / cites work @@
+Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
+Normal rank
@@ Property / cites work @@
+Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
+Normal rank
@@ Property / cites work @@
+The structure of simultaneous equations estimators
+Normal rank
@@ Property / cites work @@
+Q5822350
@@ Property / cites work: Q5822350 / rank @@
+Normal rank
@@ Property / cites work @@
+Small-Sample Estimation of a Structural Equation with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Q5585020
@@ Property / cites work: Q5585020 / rank @@
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Study of Alternative Simultaneous Equation Estimators
+Normal rank
@@ Property / cites work @@
+On Certain Small Sample Properties of k-Class Estimators
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Study of Small-Sample Properties of Simultaneous Equation Estimators With Normal and Nonnormal Disturbances
+Normal rank
@@ Property / cites work @@
+FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
+Normal rank