The Small Sample Properties of Selected Econometric Estimators in the Context of Alternative Macro-Models
โ Scribed by V. Kerry Smith
- Book ID
- 124920113
- Publisher
- John Wiley and Sons
- Year
- 1972
- Tongue
- English
- Weight
- 840 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0306-7734
- DOI
- 10.2307/1402465
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The purpose of this paper is to examine the small sample properties of maximum likelihood (ML), corrected ordinary least squares (COLS), and data envelopment analysis (DEA) estimators of the parameters in frontier models in the presence of heteroscedasticity in the two-sided, or measurement, error t
Many regression-estimation techniques have been extended to cover the case of dependent observations. The majority of such techniques are developed from the classical least squares, M and GM approaches and their properties have been investigated both on theoretical and empirical grounds. However, th