A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators
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- 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.).
- 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. 0(Number 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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