Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
نویسندگان
چکیده
منابع مشابه
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
An attempt is made to set rules for a fair and fruitful competition between alternative inference methods based on their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for dynamic panel data models. To illustrate...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.869971