MONTE CARLO METHODOLOGY AND THE SMALL SAMPLE BEHAVIOUR OF ORDINARY AND TWO-STAGE LEAST SQUARES.HENDRY DF; HARRISON RW.1974; J. ECONOMETR.; U.S.A.; DA. 1974; VOL. 2; NO 2; PP. 151-174; BIBL. 1 P. 1/2Article

AN ASYMPTOCALLY UNBIASED TWO-STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS.KYMM KO.1974; METROECONOMICA; ITAL.; DA. 1974; VOL. 26; NO 1-3; PP. 245-255; BIBL. 15 REF.Article

EXPERIMENTAL EVIDENCE ON APPROXIMATIONS TO TWO-STAGE LEAST-SQUARES DISTRIBUTIONSRICHARDSON DH; ROHR RJ.1982; J. STAT. COMPUT. SIMUL.; ISSN 0094-9655; USA; DA. 1982; VOL. 15; NO 2-3; PP. 221-232; BIBL. 11 REF.Article

A COMPARISON OF THE BOX-COX MAXIMUM LIKELIHOOD ESTIMATOR AND THE NON-LINEAR TWO-STAGE LEAST SQUARES ESTIMATORAMEMIYA T; POWELL JL.1981; J. ECONOM.; ISSN 0304-4076; NLD; DA. 1981; VOL. 17; NO 3; PP. 351-381; BIBL. 12 REF.Article

A NOTE ON THE COMPUTATION OF K-CLASS ESTIMATORS USING A LEAST SQUARES ALGORITHMMCDONALD JB; MAYNES DD.1980; J. STAT. COMPUT. SIMUL.; ISSN 0094-9655; USA; DA. 1980; VOL. 11; NO 3-4; PP. 189-196; BIBL. 18 REF.Article

EFFICIENCY OF TWO-STAGE AND THREE-STAGE LEAST SQUARES ESTIMATORSSRIVASTAVA VK; RAMJI TIWARI.1978; ECONOMETRICA; USA; DA. 1978; VOL. 46; NO 6; PP. 1495-1498; BIBL. 7 REF.Article

A PROOF THAT BOTH THE BIAS AND THE MEAN SQUARE ERROR OF THE TWO-STAGE LEAST SQUARES ESTIMATOR ARE MONOTONICALLY NON-INCREASING FUNCTIONS OF SAMPLE SIZE.OWEN AD.1976; ECONOMETRICA; E.U.; DA. 1976; VOL. 44; NO 2; PP. 409-411; BIBL. 5 REF.Article

THE NONLINEAR TWO-STAGE LEAST-SQUARES ESTIMATOR.AMEMIYA T.1974; J. ECONOMETR.; U.S.A.; DA. 1974; VOL. 2; NO 2; PP. 105-110; BIBL. 7 REF.Article

ON RESTRICTED 2-STAGE-LEAST-SQUARES (2SLSE) IN A SYSTEM OF STRUCTURAL EQUATIONSTOUTENBURG H; WARGOWSKE B.1978; MATH. OPER.-FORSCH. STATIST., STATIST.; DDR; DA. 1978; VOL. 9; NO 2; PP. 167-177; ABS. GER/RUS; BIBL. 11 REF.Article

EINE SIMULATIONSSTUDIE ZUM VERGLEICH ZWEIER SCHAETZVERFAHREN IM VERALLGEMEINERTEN LINEAREN REGRESSIONSMODELL BEI AUTOKORRELATION 2. ORDNUNG DER RESIDUEN. = UNE ETUDE DE SIMULATION POUR LA COMPARAISON DE DEUX METHODES D'ESTIMATION DANS LE MODELE DE REGRESSION LINEAIRE GENERALISE AVEC PERTURBATIONS AUTOCORRELEES DU SECOND ORDREFROHN J.1977; ALLG. STATIST. ARCH.; DTSCH.; DA. 1977; VOL. 61; NO 2; PP. 158-177; ABS. ANGL.; BIBL. 9 REF.Article

SPECIFICATION OF THE TRANSFORMATION MATRIX USED IN GENERATING MULTIVARIATE NORMAL VECTORS AND FINITE SAMPLE PROPERTIES OF SIMULTANEOUS EQUATIONS ESTIMATORS.GOURANGA RAO UL.1974; METROECONOMICA; ITAL.; DA. 1974; VOL. 26; NO 1-3; PP. 216-225; BIBL. 10 REF.Article

A COMPARAISON OF THE SMALL SAMPLE PROPERTIES OF NONLINEAR TWO-STAGE AND NONLINEAR THREE-STAGE LEAST SQUARESHAZILLA M; SMITH VK.1983; COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION; ISSN 0361-0918; USA; DA. 1983; VOL. 12; NO 3; PP. 307-329; BIBL. 14 REF.Article

THE POWER OF ALTERNATIVE TESTS FOR SERIAL CORRELATION IN DYNAMIC MODELS ESTIMATED BY INSTRUMENTAL VARIABLESOWEN AD.1981; J. STAT. COMPUT. SIMUL.; ISSN 0094-9655; USA; DA. 1981; VOL. 12; NO 2; PP. 81-91; BIBL. 2 REF.Article

A NOTE ON THE DISTRIBUTION FUNCTIONS OF LIML AND 2LS. STRUCTURAL COEFFICIENT IN THE EXACTLY IDENTIFIED CASEMARIANO RS; MCDONALD JB.1979; J. AMER. STATIST. ASS.; USA; DA. 1979; VOL. 74; NO 368; PP. 847-848; BIBL. 10 REF.Article

THE SMALL-DISTURBANCE ASYMPTOTIC MOMENT MATRIX OF K-CLASS ESTIMATES OF PARAMETERS OF DIFFERENT EQUATIONS IN A COMPLETE SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS.BROWN GF JR.1976; ANN. INST. STATIST. MATH.; JAP.; DA. 1976; VOL. 27; NO 3; PP. 463-472; BIBL. 8 REF.Article

A NOTE ON NON-LINEAR LIMITED-INFORMATION MAXIMUM-LIKELIHOOD.RADUCHEL WJ.1978; J. ECONOMETR.; U.S.A.; DA. 1978; VOL. 7; NO 1; PP. 119-122; BIBL. 2 REF.Article

EVALUATION OF THE DISTRIBUTION FUNCTION OF THE TWO-STAGE LEAST SQUARES ESTIMATEANDERSON TW; SAWA T.1979; ECONOMETRICA; USA; DA. 1979; VOL. 47; NO 1; PP. 163-182; BIBL. 14 REF.Article

GENERALISED TWO-STAGE LEAST SQUARES: A NOTESAMPSON AA.1978; METROECONOMICA; ITA; DA. 1978; VOL. 30; NO 1-3; PP. 203-207; BIBL. 4 REF.Article

Additional approximations to the distributions of a structural coefficient estimator for the case of two included endogenous variablesSILVER, J. L; ALI, M. M.Communications in statistics. Theory and methods. 1985, Vol 14, Num 6, pp 1269-1282, issn 0361-0926Article

La ridge régression : propriétés nouvelles dans le modèle univarié ; extension aux modèles multivariés et équations simultanées = Ridge regression: new propertiesin the univaria model; extension to multivariate and simultaneous equation modelsALI, Fadhil M.1984, 149 fThesis

Identification and least squares in simultaneous equationsWOMER, N. K.The American statistician. 1985, Vol 39, Num 4, pp 295-297, issn 0003-1305Article

Jackknifing the two stage least squares estimatorPHILLIPS, G. D. A; MCCABE, B. P.Communications in statistics. Simulation and computation. 1984, Vol 13, Num 2, pp 141-152, issn 0361-0918Article

FULL-INFORMATION ESTIMATES OF A NONLINEAR MACROECONOMETRIC MODELFAIR RC; PARKE WR.1980; J. ECONOMETR.; USA; DA. 1980; VOL. 13; NO 3; PP. 269-291; BIBL. 22 REF.Article

A MODEL OF WAGE-PRICE INFLATIONSARGAN JD.1980; REV. ECON. STUDIES; GBR; DA. 1980; VOL. 47; NO 146; PP. 97-112; BIBL. 15 REF.Article

ALTERNATIVE SIGNIFICANCE TESTS FOR 2SLS ESTIMATED PARAMETERS: SOME FURTHER MONTE CARLO EVIDENCE AND COMMENTKYMN KO.1978; METROECONOMICA; ITA; DA. 1978; VOL. 30; NO 1-3; PP. 167-171; BIBL. 5 REF.Article