A classified bibliography of Monte Carlo studies in econometrics

DOI10.1016/0304-4076(73)90023-7zbMath0276.62093OpenAlexW2088305922MaRDI QIDQ1393801

Eric R. Sowey

Publication date: 1973

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90023-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bibliographies for mathematics in general (00A15)

Cites Work

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• A test for a change in a parameter occurring at an unknown point
• A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
• Parameter Estimates and Autonomous Growth
• Alternative Definitions of the Serial Correlation Coefficient in Short Autoregressive Sequences
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
• A Monte Carlo Study of Alternative Simultaneous Equation Estimators
• The LIML and Related Estimators of an Equation with Moving Average Disturbances
• Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
• THE PROBABLE ERROR OF A MEAN
• On Certain Small Sample Properties of k-Class Estimators
• A History of Distribution Sampling Prior to the Era of the Computer and its Relevance to Simulation
• Normal Modal Vibrations for Some Damped n-Degree-of-Freedom Nonlinear Systems
• A Sampling Study of the Properties of Estimators of Transition Probabilities
• Allgemeiner Bericht über Monte-Carlo-Methoden
• First Order Autoregression: Inference, Estimation, and Prediction
• Missing Observations in Multivariate Statistics. III: Large Sample Analysis of Simple Linear Regression
• Maximum Likelihood and Bayesian Estimation of Transition Probabilities
• A Retrospective and Prospective Survey of the Monte Carlo Method
• On the Kuiper test for normality with mean and variance unknown
• The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
• A NOTE ON THE APPLICATION OF ALMON'S METHOD OF CALCULATING DISTRIBUTED LAG COEFFICIENTS
• THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
• A Test for a Shifting Slope Coefficient in a Linear Model
• Independent Stepwise Residuals for Testing Homoscedasticity
• Least squares estimation in the regression model with autoregressive-moving average errors
• Bestimmung der Auswirkung von Multikollinearität zwischen den erklärenden Variablen in linearen Regressionsmodellen auf Kleinst-Quadrate-Schätzwerte durch Simulation
• Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
• The Small Sample Properties of Selected Econometric Estimators in the Context of Alternative Macro-Models
• Small-Sample Estimation of a Structural Equation with Autocorrelated Errors
• A Monte Carlo Study of Alternative Estimates of the Cobb-Douglas Production Function
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• A NEW METHOD OF EXPERIMENTAL SAMPLING ILLUSTRATED ON CERTAIN NON-NORMAL POPULATIONS
• The Monte Carlo Method
• A Sampling Study of the Merits of Auto-Regressive and Reduced Form Transformations in Regression Analysis
• TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES
• SOME RESULTS IN THE TESTING OF SERIAL CORRELATION COEFFICIENTS
• BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
• Increasing the Effective Length of Short Time-Series for the Purpose of Estimating Autoregressive Parameters