Small-Sample Properties of Simultaneous Equation Estimators with Multicollinearity

DOI10.2307/2286264zbMATH Open0399.62024OpenAlexW4252346507MaRDI QIDQ4184076FDOQ4184076

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

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