Abstract
In previous chapters we have examined several estimators for the parameters of the standard (structural) simultaneous equations model.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Basmann, R. L., “A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Overidentified Cases,” Journal of the American Statistical Association, vol. 56, 1961, pp. 619–636.
Basmann, R. L., “A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation Case,” Journal of the American Statistical Association, vol. 58, 1963, pp. 161–171.
Chow, G. C., “A Comparison of Alternative Estimators for Simultaneous Equations,” Econometrica, vol. 32, 1964, pp. 532–553.
Christ, C. F., “Simultaneous Equation Estimation: Any Verdict Yet?” Econometrica, vol. 28, 1960, pp. 835–845.
Cragg, J. G., “On the Relative Small Sample Properties of Several Structural Equation Estimators,” Econometrica, vol. 35, 1967, pp. 89–110.
Cragg, J. G., “Some Effects of Incorrect Specification on the Small Sample Properties of Several Simultaneous Equation Estimators,” International Economic Review, vol. 9, 1968, pp. 63–86.
Goldberger, A. S., “An Instrumental Variable Interpretation of k-C lass Estimation,” Indian Economic Journal (Econometric Annual), vol. 13, No. 3, 1965, pp. 424–431.
Goldfeld, S. M., and R. E. Quandt, “Nonlinear Simultaneous Equations: Estimation and Prediction,” International Economic Review, vol. 9, 1968, pp. 113–136.
Hildreth, C., “Simultaneous Equations: Any Verdict Yet?” Econometrica, vol. 28, 1960, pp. 846–854.
Kabe, D. G., “A Note on the Exact Distributions of the GCL Estimators in Two Leading Overidentified Cases,” Journal of the American Statistical Association, vol. 58, 1963, pp. 535–537.
Kabe, D. G., “On the Exact Distributions of the GCL estimators in a Leading Three-Equation Case,” Journal of the American Statistical Association, vol. 59, 1964, pp. 881–894.
Klein, L. R., “On the Interpretation of Theil’s Method of Estimating Economic Relationships,” Metroeconomica, vol. 7, 1955, pp. 147–153.
Klein, L. R., “The Efficiency of Estimation in Econometric Models,” in Essays in Economics and Econometrics in Honor of Harold Hotelling, R. W. Pfouts (Ed.) Chapel Hity, University of North Carolina Press, 1960, pp. 216–233.
Klein, L. R., “Single Equation versus Equation System Methods of Estimation in Econometrics,” Econometrica, vol. 28, 1960, pp. 866–871.
Madansky, A., “On the Efficiency of Three-Stage Least Squares Estimation,” Econometrica, vol. 32, 1964, pp. 51–56.
Nagar, A. L., “A Monte Carlo Study of Alternative Simultaneous Equation Estimators,” Econometrica, vol. 28, 1960, pp. 573–590.
Quandt, R. E., “On Certain Small Sample Properties of k-Class Estimators,” International Economic Review, vol. 6, 1965, pp. 92–104.
Richardson, D. H., “The Exact Distribution of a Structural Coefficient Estimator,” Paper No. 16, Dept. of Economics, University of Kansas. To be published in Journal of the American Statistical Association.
Rothenberg, T. J., and C. T. Leenders, “Efficient Estimation of Simultaneous Equation Systems,” Econometrica, vol. 32, 1964, pp. 57–76.
Sargan, J. D., “Three-Stage Least Squares and Full Maximum Likelihood Estimates,” Econometrica, Vol. 32, 1964, pp. 77–81.
Sawa, Takamitsu, “The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators,” Research Institute for the Japanese Economy, Faculty of Economics, University of Tokyo, 1968.
Summers, R., “A Capital Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators,” Econometrica, vol. 33,1965, pp. 1–41.
Takeuchi, K., “Exact Sampling Moments of Ordinary Least Squares, Instrumental Variables, and Two-Stage Least Squares Estimators,” to be published in the International Economic Review.
Wagner, H. M., “A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations,” Econometrica, vol. 26, 1958, pp. 117–133.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1974 Springer-Verlag New York Inc
About this chapter
Cite this chapter
Dhrymes, P.J. (1974). Relations Among Estimations; Monte Carlo Methods. In: Econometrics. Springer Study Edition. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9383-2_8
Download citation
DOI: https://doi.org/10.1007/978-1-4613-9383-2_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90095-7
Online ISBN: 978-1-4613-9383-2
eBook Packages: Springer Book Archive