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

Latest revision as of 13:27, 24 May 2024

scientific article

Language	Label	Description	Also known as
English	A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

zbMATH Open document ID

0850.62913

0 references

DOI

10.1016/0378-3758(95)00058-5

0 references

0 references

0 references

Journal of Statistical Planning and Inference

0 references

publication date

20 November 1996

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

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

0 references

OpenAlex ID

W2047728189

0 references

cites work

Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity

0 references

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

0 references

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

0 references

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

0 references

Q4188597

0 references

Maximization by Quadratic Hill-Climbing

0 references

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

0 references

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

0 references

The structure of simultaneous equations estimators

0 references

Q5822350

0 references

Small-Sample Estimation of a Structural Equation with Autocorrelated Errors

0 references

Q5585020

0 references

A Monte Carlo Study of Alternative Simultaneous Equation Estimators

0 references

On Certain Small Sample Properties of k-Class Estimators

0 references

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

0 references

FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

0 references

A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1918163

@@ 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