Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana

Bianchi, Carlo and Calzolari, Giorgio and Sartori, Franco (1982): Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana. Published in: Note Economiche, Monte dei Paschi di Siena No. 2 (1982): pp. 114-132.

Abstract

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.

• Item Type: MPRA Paper
• English Title: 2SLS with principal components: estimation of a nonlinear model of the Italian economy
• Language: Italian
• Keywords: Two stage least squares, 2SLS, principal components, econometric model, Italian economy
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation; C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C52 - Model Evaluation, Validation, and Selection; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C30 - General

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