A classified bibliography of Monte Carlo studies in econometrics

Cites work

A History of Distribution Sampling Prior to the Era of the Computer and its Relevance to Simulation
A Monte Carlo Study of Alternative Estimates of the Cobb-Douglas Production Function
A Monte Carlo Study of Alternative Simultaneous Equation Estimators
A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
A Monte Carlo Study of Some Small Sample Properties of Tests for Specification Error
A NEW METHOD OF EXPERIMENTAL SAMPLING ILLUSTRATED ON CERTAIN NON-NORMAL POPULATIONS
A NOTE ON THE APPLICATION OF ALMON'S METHOD OF CALCULATING DISTRIBUTED LAG COEFFICIENTS
A Retrospective and Prospective Survey of the Monte Carlo Method
A Sampling Study of the Merits of Auto-Regressive and Reduced Form Transformations in Regression Analysis
A Sampling Study of the Properties of Estimators of Transition Probabilities
A test for a change in a parameter occurring at an unknown point
A Test for a Shifting Slope Coefficient in a Linear Model
Allgemeiner Bericht über Monte-Carlo-Methoden
Alternative Definitions of the Serial Correlation Coefficient in Short Autoregressive Sequences
Bestimmung der Auswirkung von Multikollinearität zwischen den erklärenden Variablen in linearen Regressionsmodellen auf Kleinst-Quadrate-Schätzwerte durch Simulation
BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
First Order Autoregression: Inference, Estimation, and Prediction
scientific article; zbMATH DE number 3246796 (Why is no real title available?)
scientific article; zbMATH DE number 3276280 (Why is no real title available?)
scientific article; zbMATH DE number 3305570 (Why is no real title available?)
scientific article; zbMATH DE number 3318337 (Why is no real title available?)
scientific article; zbMATH DE number 3340892 (Why is no real title available?)
scientific article; zbMATH DE number 3366405 (Why is no real title available?)
scientific article; zbMATH DE number 3388440 (Why is no real title available?)
scientific article; zbMATH DE number 3390199 (Why is no real title available?)
scientific article; zbMATH DE number 3395168 (Why is no real title available?)
scientific article; zbMATH DE number 3398646 (Why is no real title available?)
scientific article; zbMATH DE number 3196612 (Why is no real title available?)
scientific article; zbMATH DE number 3201129 (Why is no real title available?)
scientific article; zbMATH DE number 3051465 (Why is no real title available?)
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scientific article; zbMATH DE number 3070808 (Why is no real title available?)
scientific article; zbMATH DE number 3070809 (Why is no real title available?)
Increasing the Effective Length of Short Time-Series for the Purpose of Estimating Autoregressive Parameters
Independent Stepwise Residuals for Testing Homoscedasticity
Least squares estimation in the regression model with autoregressive-moving average errors
Maximum Likelihood and Bayesian Estimation of Transition Probabilities
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
Missing Observations in Multivariate Statistics. III: Large Sample Analysis of Simple Linear Regression
Normal Modal Vibrations for Some Damped n-Degree-of-Freedom Nonlinear Systems
On Certain Small Sample Properties of k-Class Estimators
On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
On the Kuiper test for normality with mean and variance unknown
Parameter Estimates and Autonomous Growth
Small-Sample Estimation of a Structural Equation with Autocorrelated Errors
SOME RESULTS IN THE TESTING OF SERIAL CORRELATION COEFFICIENTS
TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES
Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
The LIML and Related Estimators of an Equation with Moving Average Disturbances
The Monte Carlo Method
THE PROBABLE ERROR OF A MEAN
The Small Sample Properties of Selected Econometric Estimators in the Context of Alternative Macro-Models
The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS

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