FINITE SAMPLE MONTE CARLO STUDIES - AN AUTOREGRESSIVE ILLUSTRATION

[1] CHERNOFF H, ELEMENTARY DECISION

[2] A COMPARISON OF ALTERNATIVE ESTIMATORS FOR SIMULTANEOUS-EQUATIONS [J]. ECONOMETRICA, 1964, 32 (04) : 532 - 553

[3] COPAS J, 1966, JRSS B, P110

[4] GRILICHES Z, ECONOMETRICA

[5] HAMMERSLEY JM, MONTE CARLO METHODS

[6] HURWICZ L, STATISTICAL INFERENC

[7] Jeffreys H., THEORY PROBABILITY

[8] Johnston J, ECONOMETRIC METHODS, VFourth

[9] NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 403 - 404

[10] KENDALL MG, ADVANCED THEORY STAT, V1

[1] CHERNOFF H, ELEMENTARY DECISION

[2] A COMPARISON OF ALTERNATIVE ESTIMATORS FOR SIMULTANEOUS-EQUATIONS [J]. ECONOMETRICA, 1964, 32 (04) : 532 - 553

[3] COPAS J, 1966, JRSS B, P110

[4] GRILICHES Z, ECONOMETRICA

[5] HAMMERSLEY JM, MONTE CARLO METHODS

[6] HURWICZ L, STATISTICAL INFERENC

[7] Jeffreys H., THEORY PROBABILITY

[8] Johnston J, ECONOMETRIC METHODS, VFourth

[9] NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 403 - 404

[10] KENDALL MG, ADVANCED THEORY STAT, V1