SOME MONTE CARLO EVIDENCE ON THE RELATIVE EFFICIENCY OF PARAMETRIC AND SEMIPARAMETRIC EGLS ESTIMATORS.
Year of publication: |
1989
|
---|---|
Authors: | RILSTONE, P. |
Institutions: | Laval - Laboratoire Econometrie |
Subject: | econometric models | evaluation | least squares | research |
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ON THE ESTIMATION OF VARIANCES IN ERROR COMPONENTS MODELS.
BOLDUC, D., (1989)
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ALLOWING FOR TECHNICAL INEFFICIENCY IN PARAMETRIC ESTIMATES OF PRODUCTION FUNCTIONS.
THIRY, B., (1988)
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LEAST SQUARES AND FRACTIONALLY INTEGRATED REGRESSORS.
GOURIEROUX, C., (1989)
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NONPARAMETRIC HYPOTHESIS TESTING FOR REALISTICALLY-SIZED SAMPLES
RILSTONE, P., (1988)
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CALCULATING THE (LOCAL) SEMIPARAMETRIC EFFICIENCY BOUNDS FOR THE GENERATED REGRESSORS PROBLEMS.
RILSTONE, P., (1990)
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SOME RESULTS ON THE ASYMPTOTIC PROPERTIES OF KERNEL REGRESSION DERIVATIVE ESTIMATORS
RILSTONE, P., (1988)
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