Small sample properties of simultaneous error components models

László Mátyás; Lászłó Lovrics

doi:10.1016/0165-1765(90)90045-3

Small sample properties of simultaneous error components models

László Mátyás^*, Lászłó Lovrics

^*Corresponding author for this work

Research Institute for Agricultural Economics

Research output: Contribution to journal › Article › peer-review

Abstract (may include machine translation)

The purpose of this paper is to investigate the small properties of the simultaneous error components model's estimators in the static case, and to analyse the small sample and 'semi-asymptotic' properties of these estimators in the dynamic case.

Original language	English
Pages (from-to)	25-34
Number of pages	10
Journal	Economics Letters
Volume	32
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(90)90045-3
State	Published - Jan 1990
Externally published	Yes

Access to Document

10.1016/0165-1765(90)90045-3

Cite this

@article{22b05d4759c44b2cbc06831f1e2aebe2,

title = "Small sample properties of simultaneous error components models",

abstract = "The purpose of this paper is to investigate the small properties of the simultaneous error components model's estimators in the static case, and to analyse the small sample and 'semi-asymptotic' properties of these estimators in the dynamic case.",

author = "L{\'a}szl{\'o} M{\'a}ty{\'a}s and L{\'a}sz{\l}{\'o} Lovrics",

year = "1990",

month = jan,

doi = "10.1016/0165-1765(90)90045-3",

language = "English",

volume = "32",

pages = "25--34",

journal = "Economics Letters",

issn = "0165-1765",

number = "1",

}

TY - JOUR

T1 - Small sample properties of simultaneous error components models

AU - Mátyás, László

AU - Lovrics, Lászłó

PY - 1990/1

Y1 - 1990/1

N2 - The purpose of this paper is to investigate the small properties of the simultaneous error components model's estimators in the static case, and to analyse the small sample and 'semi-asymptotic' properties of these estimators in the dynamic case.

AB - The purpose of this paper is to investigate the small properties of the simultaneous error components model's estimators in the static case, and to analyse the small sample and 'semi-asymptotic' properties of these estimators in the dynamic case.

UR - http://www.scopus.com/inward/record.url?scp=38249019443&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(90)90045-3

DO - 10.1016/0165-1765(90)90045-3

M3 - Article

AN - SCOPUS:38249019443

SN - 0165-1765

VL - 32

SP - 25

EP - 34

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Small sample properties of simultaneous error components models

Abstract (may include machine translation)

Access to Document

Other files and links

Fingerprint

Cite this