ALTERNATIVE ESTIMATORS OF FIML COVARIANCE-MATRIX - A MONTE-CARLO STUDY

被引：13

作者：

CALZOLARI, G

PANATTONI, L

机构：

来源：

关键词：

D O I：

10.2307/1911707

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：701 / 714

页数：14

共 19 条

[11] ESTIMATION OF INTERDEPENDENT SYSTEMS IN MACROECONOMETRICS [J].

KLEIN, LR .

[12]

MCCARTHY MD, 1972, STUDIES INCOME WEALT, V36, P185

[13]

PRUCHA IR, 1984, 8414 U MAR DEP EC WO

[14]

RETTORE E, 1986, ERRORI NEI DATI PREL, P267

[15] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATION SYSTEMS [J].

ROTHENBERG, TJ ;

LEENDERS, CT .

[16]

ROTHENBERG TJ, 1973, COWLES F MONOGRAPH, V23

[17]

SITZIA B, 1975, CONTRIBUTI ALLA RICE, V4, P195

[18] MAXIMUM-LIKELIHOOD ESTIMATION OF MIS-SPECIFIED MODELS [J].

WHITE, H .

[19]

[No title captured]