data of the same length as actual observations. This paper examines, using Monte Carlo simulation, finite sample properties … reason calling for the SCN approach - mis-identification, is also the cause for its poor finite sample performance. …

memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators …

,d,q) setting we cast a light on the finite sample performance of these estimation procedures for the non-stationary long memory …

We investigate the finite sample performance of several estimators proposed for the panel data Tobit regression model … are asymptotically equivalent, the last two have better finite sample performance. However, our simulation reveals that … alternative estimation method that does not rely on trimming for finite sample panel data censored regression model. …