{"id":"https://openalex.org/W4248896745","doi":"https://doi.org/10.1080/01621459.1972.10481262","title":"Simulating the Small-Sample Properties of Econometric Estimators","display_name":"Simulating the Small-Sample Properties of Econometric Estimators","publication_year":1972,"publication_date":"1972-09-01","ids":{"openalex":"https://openalex.org/W4248896745","doi":"https://doi.org/10.1080/01621459.1972.10481262"},"language":"en","primary_location":{"id":"doi:10.1080/01621459.1972.10481262","doi":"https://doi.org/10.1080/01621459.1972.10481262","is_oa":false,"landing_page_url":"https://doi.org/10.1080/01621459.1972.10481262","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023571994","display_name":"William M. Mikhail","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I145487455","display_name":"Cairo University","ror":"https://ror.org/03q21mh05","country_code":"EG","type":"education","lineage":["https://openalex.org/I145487455"]}],"countries":["EG"],"is_corresponding":true,"raw_author_name":"W. M. Mikhail","raw_affiliation_strings":["Econometrics, Institute of Statistics, Cairo University, P.O.B. 623, Cairo, Egypt"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econometrics, Institute of Statistics, Cairo University, P.O.B. 623, Cairo, Egypt","institution_ids":["https://openalex.org/I145487455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5023571994"],"corresponding_institution_ids":["https://openalex.org/I145487455"],"apc_list":null,"apc_paid":null,"fwci":4.9295,"has_fulltext":false,"cited_by_count":57,"citation_normalized_percentile":{"value":0.95724191,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":"67","issue":"339","first_page":"620","last_page":"620"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.4641000032424927,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.4641000032424927,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.2502000033855438,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13030","display_name":"Survey Sampling and Estimation Techniques","score":0.02590000070631504,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/finite-sample-properties","display_name":"finite sample properties","score":0.8759999871253967},{"id":"https://openalex.org/keywords/control-variates","display_name":"control variates","score":0.8550000190734863},{"id":"https://openalex.org/keywords/estimation-bias","display_name":"estimation bias","score":0.7689999938011169},{"id":"https://openalex.org/keywords/small-sample-simulation","display_name":"small sample simulation","score":0.6729999780654907}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.772298276424408},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6697277426719666},{"id":"https://openalex.org/C180075932","wikidata":"https://www.wikidata.org/wiki/Q5333342","display_name":"Econometric model","level":2,"score":0.5426554679870605},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.529453456401825},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.496512234210968},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4099186658859253},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.36182069778442383},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.070095956325531},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/01621459.1972.10481262","doi":"https://doi.org/10.1080/01621459.1972.10481262","is_oa":false,"landing_page_url":"https://doi.org/10.1080/01621459.1972.10481262","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"},{"id":"doi:10.2307/2284452","doi":"https://doi.org/10.2307/2284452","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2284452","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W567140591","https://openalex.org/W1972538147","https://openalex.org/W1987640097","https://openalex.org/W2013662782","https://openalex.org/W2014208555","https://openalex.org/W2051203581","https://openalex.org/W2054259774","https://openalex.org/W2068322207","https://openalex.org/W2116414161","https://openalex.org/W2137534156","https://openalex.org/W2162541989","https://openalex.org/W2171677813","https://openalex.org/W2280301536","https://openalex.org/W2313526409","https://openalex.org/W2315798686","https://openalex.org/W2328392470","https://openalex.org/W2332287464"],"related_works":["https://openalex.org/W2016719888","https://openalex.org/W2010328139","https://openalex.org/W2313526409","https://openalex.org/W2131306744","https://openalex.org/W3014074201","https://openalex.org/W2938351214","https://openalex.org/W567140591","https://openalex.org/W1980956568","https://openalex.org/W2162541989","https://openalex.org/W1519539297"],"abstract_inverted_index":{"This":[0],"note":[1],"examines":[2],"the":[3,12,22,33,36,43,46,53,60],"use":[4],"of":[5,15,35],"indirect":[6],"Monte":[7],"Carlo":[8],"methods":[9],"in":[10,31],"investigating":[11],"finite-sample":[13],"properties":[14],"econometric":[16],"estimators.":[17],"It":[18],"is":[19,25,49],"found":[20],"that":[21,39],"two-antithetic-variate":[23,47],"method":[24,41],"far":[26],"better":[27,50],"than":[28],"straight-forward":[29],"simulation":[30],"estimating":[32,52],"biases":[34,61],"estimators,":[37],"but":[38],"a":[40],"combining":[42],"control-variate":[44],"and":[45,62],"techniques":[48],"for":[51],"dispersions.":[54],"Comparisons":[55],"with":[56],"Nagar's":[57],"approximations":[58],"to":[59],"dispersions":[63],"are":[64],"presented.":[65]},"counts_by_year":[{"year":2022,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2022-05-12T00:00:00"}
