A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators
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Note: CFP 226.
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Cited by:
- Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
- David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614, National Bureau of Economic Research, Inc.
- Luigi Solari, 1966. "La simulation dans la prévision et la programmation en econometrie," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 102(III/IV), pages 391-408, September.
- Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
- West, Bruce J. & Shlesinger, Michael, 1984. "Random walk model of impact phenomena," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 127(3), pages 490-508.
- Dent, Warren Thomas & Ballintine, Richard, 1971. "A Review Of The Estimation Of Transition Probabilities In Markov Chains," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 15(2), pages 1-13, August.
- Joseph B. Kadane, 1969. "Comparison of k-Class Estimators When the Disturbances Are Small," Cowles Foundation Discussion Papers 269, Cowles Foundation for Research in Economics, Yale University.
- John Conlisk, 1974. "Optimal Response Surface Design in Monte Carlo Sampling Experiments," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 3, pages 463-473, National Bureau of Economic Research, Inc.
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