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An Experimental Study of Structural Estimators and Test Statistics Associated with Dynamical Econometric Models
R. L. Basmann, D. H. Richardson and R. J. Rohr
Vol. 42, No. 4 (Jul., 1974), pp. 717-730
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/1913940
Page Count: 14
You can always find the topics here!Topics: Statistical estimation, Statistical models, Distribution functions, Statistical variance, Estimators, Dynamic modeling, Statistics, Economic statistics, Applied econometrics, Mathematical independent variables
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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.
Econometrica © 1974 The Econometric Society