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- W2076565360 abstract "This is a Monte Carlo study of the small sample performances of the six Hatanaka's two-step structural estimators of dynamic simultaneous equations models with autoregressive disturbances. It is concluded that among the limited information methods HL1 performed relatively the best. Among the full information methods HF1 performed the best. The results of this study support that the full information methods are relatively more reliable than the limited information methods." @default.
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- W2076565360 date "1992-12-01" @default.
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- W2076565360 title "A simulation study of structural estimators of dynamic simultaneous equations models with autoregressive disturbances" @default.
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- W2076565360 doi "https://doi.org/10.1080/00949659208811447" @default.
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