The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Year of publication: |
1995
|
---|---|
Authors: | Kostial, Kristina |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep. |
Subject: | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 50 S. graph. Darst. |
---|---|
Series: | EUI working paper. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 95,8 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio, (2001)
-
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina, (1995)
-
Measurement error and functional form : implications for welfare estimates
Stöckl, Natalie, (2003)
- More ...
-
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina, (1994)
-
The disappearing tax base: is foreign direct investment eroding corporate income taxes?
Gropp, Reint E., (2000)
-
Work on Long-term Trends and Uncertainties at the IMF
Behar, Alberto, (2018)
- More ...