Pages that link to "Item:Q1845604"

The following pages link to Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604):

Displaying 16 items.

• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463) (← links)
• Classification probabilities for the disequilibrium model (Q1150238) (← links)
• On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
• A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
• Estimation of simultaneous equation models with stochastic trend components (Q1195786) (← links)
• The structure of simultaneous equations estimators (Q1224409) (← links)
• A comparative study of finite sample properties of band spectrum regression estimators (Q1237476) (← links)
• Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
• Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
• A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← links)
• Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
• The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors^† (Q3805716) (← links)
• Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems (Q3858100) (← links)
• OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS (Q4471135) (← links)