A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances

Journal of Statistical Planning and Inference

Volumn 50, Issue 2, 1996, Pages 273-282

  Donatos, George S ^a   Michailidis, George C ^a  

^a UNIVERSITY OF ATHENS   (Greece)

Author keywords

Econometric estimators; Monte Carlo study; Nonnormal autocorrelated disturbances

Indexed keywords

EID: 0030098115     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00058-5     Document Type: Article

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