Casquel, Elena; Uriel, Ezequiel - In: Economics Bulletin 3 (2002) 23, pp. 1-10
Using efficient Monte Carlo methods, the performance of two-step Generalized Least Squares (GLS) estimators for the one-way error components models in small samples is analyzed. In our approach, we focus on the two-step GLS estimators provided by the programs LIMDEP, RATS and TSP, which mainly...
