On the Sensitivity of Simultaneous-Equations Estimators to the Stochastic Assumptions of the Models-Reference-Cited by-同舟云学术

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On the Sensitivity of Simultaneous-Equations Estimators to the Stochastic Assumptions of the Models

Published:1966-03 Issue:313 Volume:61 Page:136-151
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Cragg J. G.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1966.10502014

Reference16 articles.

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Drei Verfahren zur Parameterschätzung in dynamischen ökonometrischen Mehrgleichungsmodellen mit vektorautoregressivem Prozess der Störvariablen - eine Monte-Carlo-Studie;Operations Research Proceedings;1983

2. Finite-Sample Properties of System Estimators;Macroeconometric Systems;1983

3. Drei Verfahren zur Parameterschätzung in Dynamischen Ökonometrischen Mehrgleichungsmodellen mit Vektorautoregressivem Prozess der Störvariablen — eine Monte-Carlo-Studie;Operations Research Proceedings;1983

4. The small sample properties of several limited information estimators in interdependent structures with scalar and vector autoregressive errors;Empirical Economics;1982-12

5. NON THEORETICAL ERRORS AND TESTING ECONOMIC HYPOTHESES;Economic Inquiry;1975-09

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