Matches in SemOpenAlex for { <https://semopenalex.org/work/W2007078767> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2007078767 abstract "Abstract In this paper we consider four alternative forms of two-parameter normal and nonnormal error distributions and report on a Monte Carlo study of the small-sample properties of least squares, two-stage least squares, three-stage least squares and full information maximum likelihood estimators. On the basis of 1,000 replications of sample size 20 in two experiments on an overidentified model, we found that the small-sample rankings of econometric estimators of both structural coefficients and forecasts of endogenous variables, according to parametric and nonparametric measures of bias, dispersion, and dispersion including bias, do not change for any of the four error distributions. Further, least squares is the most biased and maintains the Gauss-Markov property of minimum variance. The large bias of least squares, however, more than offsets the small variance, so that least squares exhibits the largest mean squares of the four estimators. Maximum likelihood is least biased and most efficient, excep..." @default.
- W2007078767 created "2016-06-24" @default.
- W2007078767 creator A5016333612 @default.
- W2007078767 date "1980-03-01" @default.
- W2007078767 modified "2023-09-24" @default.
- W2007078767 title "A Monte Carlo Study of Small-Sample Properties of Simultaneous Equation Estimators with Normal and Nonnormal Disturbances" @default.
- W2007078767 cites W1978779168 @default.
- W2007078767 cites W1984852304 @default.
- W2007078767 cites W2010875688 @default.
- W2007078767 cites W2024163429 @default.
- W2007078767 cites W2053940560 @default.
- W2007078767 cites W2086532671 @default.
- W2007078767 cites W2088305922 @default.
- W2007078767 cites W2099756669 @default.
- W2007078767 cites W2116873745 @default.
- W2007078767 cites W2137068899 @default.
- W2007078767 cites W2162541989 @default.
- W2007078767 cites W2315798686 @default.
- W2007078767 cites W2334887250 @default.
- W2007078767 cites W3125246470 @default.
- W2007078767 cites W4229762230 @default.
- W2007078767 doi "https://doi.org/10.1080/01621459.1980.10477457" @default.
- W2007078767 hasPublicationYear "1980" @default.
- W2007078767 type Work @default.
- W2007078767 sameAs 2007078767 @default.
- W2007078767 citedByCount "7" @default.
- W2007078767 crossrefType "journal-article" @default.
- W2007078767 hasAuthorship W2007078767A5016333612 @default.
- W2007078767 hasConcept C102366305 @default.
- W2007078767 hasConcept C105795698 @default.
- W2007078767 hasConcept C129848803 @default.
- W2007078767 hasConcept C149782125 @default.
- W2007078767 hasConcept C185429906 @default.
- W2007078767 hasConcept C19499675 @default.
- W2007078767 hasConcept C33923547 @default.
- W2007078767 hasConcept C45923927 @default.
- W2007078767 hasConcept C9936470 @default.
- W2007078767 hasConceptScore W2007078767C102366305 @default.
- W2007078767 hasConceptScore W2007078767C105795698 @default.
- W2007078767 hasConceptScore W2007078767C129848803 @default.
- W2007078767 hasConceptScore W2007078767C149782125 @default.
- W2007078767 hasConceptScore W2007078767C185429906 @default.
- W2007078767 hasConceptScore W2007078767C19499675 @default.
- W2007078767 hasConceptScore W2007078767C33923547 @default.
- W2007078767 hasConceptScore W2007078767C45923927 @default.
- W2007078767 hasConceptScore W2007078767C9936470 @default.
- W2007078767 hasLocation W20070787671 @default.
- W2007078767 hasOpenAccess W2007078767 @default.
- W2007078767 hasPrimaryLocation W20070787671 @default.
- W2007078767 hasRelatedWork W1971670750 @default.
- W2007078767 hasRelatedWork W2007305961 @default.
- W2007078767 hasRelatedWork W2057370970 @default.
- W2007078767 hasRelatedWork W2107278988 @default.
- W2007078767 hasRelatedWork W2144478638 @default.
- W2007078767 hasRelatedWork W2482625772 @default.
- W2007078767 hasRelatedWork W2906986960 @default.
- W2007078767 hasRelatedWork W2912100946 @default.
- W2007078767 hasRelatedWork W2953370864 @default.
- W2007078767 hasRelatedWork W2990829551 @default.
- W2007078767 hasRelatedWork W3085066906 @default.
- W2007078767 hasRelatedWork W3092748167 @default.
- W2007078767 hasRelatedWork W3102572250 @default.
- W2007078767 hasRelatedWork W3121854397 @default.
- W2007078767 hasRelatedWork W3123181808 @default.
- W2007078767 hasRelatedWork W3123870899 @default.
- W2007078767 hasRelatedWork W3123974719 @default.
- W2007078767 hasRelatedWork W3124758286 @default.
- W2007078767 hasRelatedWork W3149745860 @default.
- W2007078767 hasRelatedWork W58058462 @default.
- W2007078767 isParatext "false" @default.
- W2007078767 isRetracted "false" @default.
- W2007078767 magId "2007078767" @default.
- W2007078767 workType "article" @default.