Riddel, Mary. 2003. "Finite Sample Properties of Nonstationary Binary Response Models: A Monte Carlo Analysis." Journal of Statistical Computation and Simulation 73(3): 203- 22.Mary Riddel.Finite Sample Properties of Nonstationary Binary Response Models:A Monto Carlo and Response Surface Analysis....
In this article, we consider a system of two "seemingly unrelated regression" equations (yi = Xiβi + ui, i = 1, 2) with , and examine some finite sample properties of β-estimators based on the unrestricted estimate S of Σ = (σij ). The estimator of β2 is shown to be identi...
We use Monte Carlo simulations to compare the finite sample properties of our estimator to the finite sample properties of competing estimators. In doing so, we demonstrate that our proposed technique provides the most reliable estimates under a wide variety of specifications common to real world ...
This article develops and examines the small sample properties of alternative estimators when the data is suspected to contain measurement error. Two types of estimators are considered: (1) a linear combination of the OLS and instrumental variable (IV) estimators and (2) a method of choosing betw...
Their finite sample properties lead to over-rejection under the null hypothesis, sometimes by a large amount. Over the past 25 years numerous approaches have been suggested to fix the problem. In this paper, we suggest a second-order bootstrap (SOB) approach that has approximately the correct ...
Weld residual stresses are dependent on the boundary conditions present in the sample. It is expected that the residual stress relaxes significantly during the cutting of coupons to be used for determining fracture and fatigue properties of a welded component. This has previously been shown by Jiang...
However, in small samples typical of econometric research involving time series data, the distribution of the LS estimator in dynamic models is much less certain and is difficult to obtain. As a result, researchers who ignore these finite sample problems may sacrifice the accuracy of their ...
Since we cannot examine the MSE performance analytically, we execute numerical evaluations to investigate small sample properties of the HPT estimator, and compare the MSE performance of the HPT estimator with those of the FRR estimator and the usual OLS estimator. Our numerical results show that (...
Since we cannot examine the MSE performance analytically, we execute numerical evaluations to investigate small sample properties of the HPT estimator, and compare the MSE performance of the HPT estimator with those of the FRR estimator and the usual OLS estimator. Our numerical results show that (...
by replacing their unknown population by the unrestricted sample estimator, provided the finite sample properties of estimators by using two system equation ,derived the exact first and second moment of the coefficient estimator,...