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联立方程模型设定错误的有限样本分析AI 解读

This article examines the effects of misspecification on the exact sampling distributions of the k-class estimators of a single equation in a simultaneous equations model. The analysis focuses on the effects of excluding relevant exogenous variables. The misspecification may occur in either the estimated equation itself or in the other equations in the system. Exact expressions and large-concentration parameter asymptotic expansions are stated and analyzed for the bias and…

正态随机变量的计算机生成AI 解读

This paper suggests that user accessibility as well as speed and accuracy should be used as a criterion to evaluate algorithms for generating random variables. FORTRAN implementations of several of the best current normal algorithms are studied. Two of the algorithms were also implemented in assembler for making comparisons with other studies and for assessing the cost of accessibility. A new mixing algorithm which combines features of the convenient and fast methods of…