Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
[2SLS with principal components: estimation of a nonlinear model of the Italian economy]
The estimation method of Two Stage Least Squares (2SLS) with Principal Components (2SPC) is applied to a medium-sized nonlinear econometric model of the Italian Economy.
|Date of creation:||1982|
|Date of revision:||1982|
|Publication status:||Published in Note Economiche, Monte dei Paschi di Siena 2 (1982): pp. 114-132|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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- Mitchell, Bridger M, 1971. "Estimation of Large Econometric Models by Principal Component and Instrumental Variable Methods," The Review of Economics and Statistics, MIT Press, vol. 53(2), pages 140-46, May.
- Bianchi, Carlo & Calzolari, Giorgio, 1980. "The One-Period Forecast Errors in Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 201-08, February.
- James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
- Edgerton, David L, 1972. "Some Properties of Two Stage Least Squares as Applied to Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 26-32, February.
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