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Least orthogonal distance estimation of simultaneos equations: a simulation experiment

Author

Listed:
  • Alessia Naccarato
  • Davide Zurlo

Abstract

the aim of this work is to estimate the structural parameters of a simultaneous equation system using both the Limited and Full Information Least Orthogonal Distance Estimator (Pieraccini, 1988; Naccarato, 2007). We compare the results - via simulation experiments – of LODE estimates with those obtained by other methods (Maximum Likelihood, Least Squares). LODE estimators appear to be unbiased and (nearly always) more efficient.

Suggested Citation

  • Alessia Naccarato & Davide Zurlo, 2008. "Least orthogonal distance estimation of simultaneos equations: a simulation experiment," Departmental Working Papers of Economics - University 'Roma Tre' 0090, Department of Economics - University Roma Tre.
  • Handle: RePEc:rtr:wpaper:0090
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