Alternative estimates of the Klein-I model
Carlo Bianchi (),
Giorgio Calzolari and
MPRA Paper from University Library of Munich, Germany
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.
Keywords: Simulatenous equations; econometric model; Klein-I; estimation methods; 2SLS; 3SLS; FIML; LIVE; IIV; FIVE (search for similar items in EconPapers)
JEL-codes: C51 (search for similar items in EconPapers)
Date: 1981-09, Revised 1981-09
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https://mpra.ub.uni-muenchen.de/23746/1/MPRA_paper_23746.pdf revised version (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:23337
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