Small sample properties of simultaneous error components models

TitleSmall sample properties of simultaneous error components models
Publication TypeJournal Article
AuthorsMátyás, L., and L. Lovrics
Journal titleEconomics Letters
Year1990
Pages25 - 34
Volume32
Issue1
Abstract

The purpose of this paper is to investigate the small properties of the simultaneous error components model's estimators in the static case, and to analyze the small and "semi-asymptotic" properties of these estimators in the dynamic case.

Languageeng
Notes

January; Small Sample Properties of Simultaneous Error Components Models; Journal Article; 1990