Estimating simultaneous equations models by a simulation technique (Q1905949): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+A Consistent Conditional Moment Test of Functional Form
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+Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
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+Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
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+Simulated residuals
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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+Q3702356
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+A Simulation of Biased Estimation and Subset Selection Regression Techniques
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+Seasonal integration and cointegration
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+On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
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+Testing strategies for model specification
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+Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
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+Simulation estimation of time-series models
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+On Bootstrap Iteration for Coverage Correction in Confidence Intervals
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+t Test in a Structural Equation
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+On the role of simulation in the statistical evaluation of econometric models
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+Simulation and the Asymptotics of Optimization Estimators
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