Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity

DOI10.2307/2286264MaRDI QIDQ4184076zbMATH OpenOpenAlexFDO

Authors Scott E. Atkinson

Publication date 1978

Full work available at URL https://doi.org/10.2307/2286264

zbMATH Keywords

Monte Carlo ExperimentEstimator SensitivityFull-Information EstimatorsLimited-Information EstimatorsNonparametric TestsSimultaneous Equation EstimatorsSmall-Sample Estimation

Mathematics Subject Classification ID

Point estimation (62F10)

Cited in

(2)

• A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances
• A monte carlo study of collinearity in linear simultaneous equation models^∗

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