Small-Sample Estimation of a Structural Equation with Autocorrelated Errors
From MaRDI portal
Publication:5674228
DOI10.2307/2284439zbMath0258.62012OpenAlexW4238695883MaRDI QIDQ5674228
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/2284439
Related Items (6)
Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties ⋮ A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances ⋮ A classified bibliography of Monte Carlo studies in econometrics ⋮ The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors† ⋮ The structure of simultaneous equations estimators ⋮ Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
This page was built for publication: Small-Sample Estimation of a Structural Equation with Autocorrelated Errors