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        A Monte Carlo comparison of two-square least squares and ridge estimators in a simultaneous equation model 

        Quigley, Michael Regan (Northern Illinois University, 1988)
        Consider a model of the form shown below: Y = X*B + e where Y is a vector of dependent variables, X a matrix containing exogenous variables and e is a vector of independently and identically distributed (iid) white noise ...
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        Estimation of first passage time distributions by Monte Carlo methods 

        Aragon, Ma. Elvessa D. (Northern Illinois University, 1988)
        The theory of first passage times finds many applications in applied probability, engineering, and the physical and natural sciences. Oftentimes, it is computationally tedious, if not impossible, to determine parameters ...

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        AuthorAragon, Ma. Elvessa D. (1)Quigley, Michael Regan (1)SubjectEstimation theory (2)
        Monte Carlo method (2)
        Distribution (Probability theory) (1)Equations, Simultaneous (1)Least squares (1)... View MoreDate Issued
        1988 (2)
        Has File(s)Yes (2)

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