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A Monte Carlo comparison of two-square least squares and ridge estimators in a simultaneous equation model
(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 ...
Estimation of first passage time distributions by Monte Carlo methods
(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 ...