Alternative estimates of the Klein-I model
This work is mainly intended for applied econometricians and students interested in development and application of estimation methods for structural econometric models. For the Klein-I model, detailed numerical tables of the parameters of the structural and restricted reduced form, of their covariance matrices and of the covariance matrices of the related disturbances, obtained by 8 different estimation methods, are displayed. The authors will welcome any comment, correction and additional results for this model.
|Date of creation:||Sep 1981|
|Date of revision:||Sep 1981|
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- Jerry A. Hausman, 1974. "Full Information Instrumental Variables Estimation of Simultaneous Equations Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 641-652 National Bureau of Economic Research, Inc.
- James M. Brundy & Dale W. Jorgenson, 1974. "The Relative Efficiency of Instrumental Variables Estimators of Systems of Simultaneous Equations," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 679-700 National Bureau of Economic Research, Inc.
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