References

EMPIRICAL ANALYSIS ON THE USE OF OLS IN THE ESTIMATION OF SIMULTANEOUS EQUATION MODELS


[1] D. A. Agunbiade and N. O Adeboye, Estimation of heteroscedasticity effects in a classical linear regression model of a cross-sectional data, Progress in Applied Mathematics 4(2) (2012), 18-28. www.cscanada.net

[2] D. A. Agunbiade and J. A. Osilagun, Identifiability criteria in a simultaneous equation model, African Journal of Pure Applied Sciences 1(1) (2008), 34-38.

[3] D. A. Agunbiade, Parameters estimation of simultaneous equations model in the presence of multicollinearity, Bull. Cal. Math. Soc. 103(6) (2011), 489-500.

[4] D. A. Agunbiade and J. O. Iyaniwura, Estimation under multicollinearity: A comparative approach using Monte Carlo methods, Journal of Mathematics and Statistics 6(2) (2010), 183-192. www.scipub.org

[5] B. R. Casteneira and L. C. Nunes, Testing Endogeneity in a Regression Model: An Application of Instrumental Variable Estimation, Investigation Operative 8 (1, 2 and 3) (1999),

[6] R. C. Fair, The estimation of simultaneous equation models with lagged endogenous variables and first order serially correlated errors, Econometrica 38(3) (1970).

[7] A. S. Goldberger, A Course in Econometrics. Harvard University Press, 1991.

[8] William H. Greene, Econometric Analysis, Fifth Edition, Upper Saddle River, New Jersey, Prentice Hall, 2003.

[9] D. N. Gujarati and Sangeetha, Basic Econometrics, Tata McGraw-Hill Edition (Fourth Edition) (2007), 1036. ISBN 978-0-07-066005-2

[10] M. Intriligator, R. Bodkin and C. Hsiao, Econometric Models Techniques and Applications, Prentice Hall, International Edition, 1996.

[11] J. Johnston, Econometrics Methods, Fifth Edition, McGraw - Hill Book Company, New York, 2007.

[12] J. Kmenta, Element of Econometrics, Macmillan, New York, 1971.

[13] A. Korostelev and O. Korosteleva, Mathematical statistics, Asymptotic minimax theory, Applied Mathematics of American Mathematical Society 119 (2011).

[14] A. Kutsoyiannis, Theory of Econometrics: An Introductory Exposition of Econometric Methods, Second Edition, Palgrave, New York, 2003.

[15] G. S. Maddala, Introduction to Econometrics, Third Edition, John Wiley and Sons Ltd., (2005), 636. ISBN 9971-51-383-8.

[16] S. K. Mishra, Estimation under Multicollinearity Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset, 2004.
http://mpra.ub.uni-muenchen.de/1809/

[17] D. C. Montgomery, E. A. Pack and G. G. Vining, Introduction to Linear Regression Analysis, Third Edition, Wiley Series in Probability and Statistics, (2007), 641. ISBN 81-265-1047-1

[18] A. L. Nagar, A Monte Carlo study of alternative simultaneous equation estimators Econometrica 28(3) (1969), 573-590.

[19] O. E. Oduntan, The problem of multicollinearity phenomenon in a simultaneous equation. A Monte Carlo Approach. An unpublished PhD. Thesis submitted to the Department of Statistics, University of Ibadan, Ibadan, 2005.

[20] J. K. Olayemi and S. O. Olayide, Elements of Applied Econometrics (1998).

[21] J. B. Parker, The use of the Monte Carlo methods for solving large scale problems in neutronics, Journal of Royal Statistical Society of America 135(1) (1972), 16-37.

[22] H. M. Wagnar, A Monte Carlo study of estimates of simultaneous linear structural Equations, Econometrica 26 (1958), 117-133.