Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414
estimators of k that has already been evaluated by Månsson and Shukur (Commun Stat Theory Methods, <CitationRef CitationID="CR12 … error (MSE). In the simulation study we also calculate the mean value and the standard deviation of k. The average value is …) should be chosen. The result from the simulation study shows that LRR outperforms ML approach. Furthermore, some of new …