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Median unbiased estimates for M.L.R.-families

✍ Scribed by J. Pfanzagl

Book ID
110590758
Publisher
Springer
Year
1970
Tongue
English
Weight
458 KB
Volume
15
Category
Article
ISSN
0026-1335

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πŸ“œ SIMILAR VOLUMES

On median unbiased estimates
On median unbiased estimates
✍ J. Pfanzagl πŸ“‚ Article πŸ“… 1972 πŸ› Springer 🌐 English βš– 801 KB
Computing median unbiased estimates in m
Computing median unbiased estimates in macroeconometric models
✍ Ray C. Fair πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 388 KB

A stochastic simulation procedure is proposed in this paper for obtaining median unbiased (MU) estimates in macroeconometric models. MU estimates are computed for lagged dependent variable (LDV) coefficients in 18 equations of a macroeconometric model. The 2SLS bias for a coefficient, defined as the