Small sample properties of random coefficient regression estimators: a monte carlo simulation

DOI10.1080/03610919308813010zbMath0850.62870OpenAlexW2016968069MaRDI QIDQ4019338

Terry E. Dielman

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813010

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (2)

Misspecification in random coefficient regression models: A Monte Carlo simulation ⋮ A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models

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