Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous Equations Case

Author

Roberto S. Mariano, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1982

Abstract

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.

Discipline

Economics

Research Areas

Econometrics

Publication

International Economic Review

Volume

23

Issue

3

First Page

503

Last Page

533

ISSN

0020-6598

Identifier

10.2307/2526371

Publisher

Wharton School

Citation

Mariano, Roberto S.. Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous Equations Case. (1982). International Economic Review. 23, (3), 503-533.
Available at: https://ink.library.smu.edu.sg/soe_research/67

Additional URL

https://doi.org/10.2307/2526371