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

DOI10.1016/0378-3758(95)00058-5zbMath0850.62913MaRDI QIDQ1918163

George S. Donatos, George Michailidis

Publication date: 20 November 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00058-5

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F10: Point estimation

Cites Work

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