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AN EXPERIMENTAL STUDY OF STRUCTURAL ESTIMATORS AND TEST STATISTICS ASSOCIATED WITH DYNAMICAL ECONOMETRIC MODELS.
- Source :
- Econometrica; Jul74, Vol. 42 Issue 4, p717-730, 14p, 4 Charts
- Publication Year :
- 1974
-
Abstract
- This paper presents the results of sampling experiments that were designed to test the conjecture that under certain conditions the exact distribution functions of estimators and test statistics in a simultaneous equations model are not affected by the presence of lagged endogenous variables. The experimental data support the conjecture in almost every case. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00129682
- Volume :
- 42
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Econometrica
- Publication Type :
- Academic Journal
- Accession number :
- 6859730
- Full Text :
- https://doi.org/10.2307/1913940