A Monte Carlo sampling technique is employed to compare small sample properties of limited-information--single-equation, least squares, and instrumental variables estimates. Two versions of an essentially two equation model are each used to generate 100 sets of observations over 20 time periods.
MLA
Wagner, Harvey M.. “A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations.” Econometrica, vol. 26, .no 1, Econometric Society, 1958, pp. 117-133, https://www.jstor.org/stable/1907386
Chicago
Wagner, Harvey M.. “A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations.” Econometrica, 26, .no 1, (Econometric Society: 1958), 117-133. https://www.jstor.org/stable/1907386
APA
Wagner, H. M. (1958). A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations. Econometrica, 26(1), 117-133. https://www.jstor.org/stable/1907386
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