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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- Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-24, August.
- 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.
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