๐”– Bobbio Scriptorium
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On median unbiased estimates

โœ Scribed by J. Pfanzagl

Book ID
110591307
Publisher
Springer
Year
1972
Tongue
English
Weight
801 KB
Volume
18
Category
Article
ISSN
0026-1335

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๐Ÿ“œ SIMILAR VOLUMES

Computing median unbiased estimates in m
Computing median unbiased estimates in macroeconometric models
โœ Ray C. Fair ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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