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1992

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Articles 121 - 122 of 122

Full-Text Articles in Physical Sciences and Mathematics

On The Finite Sample Behavior Of Adaptive Estimators, Douglas Steigerwald Dec 1991

On The Finite Sample Behavior Of Adaptive Estimators, Douglas Steigerwald

Douglas G. Steigerwald

With only 50 observations, the adaptive estimator produces confidence intervals that are 20 to 50 percent shorter than those produced by GLS procedures. The key feature is that the underlying error density is symmetric. Under asymmetry the interval length is shortened by a smaller amount.


A Course In Econometrics: A Review, Douglas G. Steigerwald Dec 1991

A Course In Econometrics: A Review, Douglas G. Steigerwald

Douglas G. Steigerwald

No abstract provided.