A Monte Carlo Study of Alternative Simultaneous Equation Estimators

DOI10.2307/1910132MaRDI QIDQ3276203zbMATH OpenOpenAlexFDO

Authors Anirudh L. Nagar

Publication date 1960

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1910132

zbMATH Keywords

probability theory

Cited in

(4)

• Regularizing double machine learning in partially linear endogenous models
• A classified bibliography of Monte Carlo studies in econometrics
• A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances
• The mean square error of a combined estimator and numerical comparison with the TSLS estimator

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