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