Assessments of Some Simultaneous Equation Estimation Techniques with Normally and Uniformly Distributed Exogenous Variables

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References

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[3] Odunta, E.A. (2004) A Monte Carlo Study of the Problem of Multicollinearity in a Simultaneous Equation Model. Unpulished Ph.D. Thesis, Department of Statistics University of Ibadan, Ibadan.

[4] Kmenta, J. and Gilberet, R.F. (1967) Small Sample Properties of Alternative Estimators of Seemingly Unrelated Regression. Journal of the American Statistical Association, 63, 1180-1200.

http://dx.doi.org/10.1080/01621459.1968.10480919

[5] Chatterjee, S. and Ali, S.H. (2012) Regression Analysis by Example. 5th Edition, John Wiley and Sons, Hoboken.

[6] Johnson, T.L., Ayinde, K. and Oyejola, B.A. (2010) Effect of Correlations and Equation Identification Status on Estimators of a System of Simultaneous Equation Model. Electronic Journal of Applied Statistical Analysis EJASA, 3, 115-125.

http://siba-ese.unile.it/index.php/ejasa/index

[7] Ayinde, K., Johnson, T.L. and Oyejola, B.A. (2011) Effect of Equation Identification Status and Correlation between Error Terms on Estimators of System of a Simultaneous Equation Model. American Journal of Scientific and Industrial Research, 2, 184-190.

http://dx.doi.org/10.5251/ajsir.2011.2.2.184.190

[8] Ayinde, K. (2007) Equation to Generate Normal Variates with Desired Intercorrelations Matrix. International Journal of Statistics and System, 2, 99-111.

[9] Schumann, E. (2009) Generating Correlated Uniform Variates.

http://comisef.wikidot.com/tutorial:correlated