Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous Equations Case
Discusses the analytical small-sample distribution theory on econometrics. Application of theory in linear simultaneous-equations estimators case; Comparative analysis of the analytical approach and Monte Carlo experiments; Role of structure of limited-information estimators in linear simultaneous s...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1982
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/67 |
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| Institution: | Singapore Management University |
| Language: | English |
| Summary: | Discusses the analytical small-sample distribution theory on econometrics. Application of theory in linear simultaneous-equations estimators case; Comparative analysis of the analytical approach and Monte Carlo experiments; Role of structure of limited-information estimators in linear simultaneous systems. |
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