Alternative estimates of the Klein-I model

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Alternative estimates of the Klein-I model. Published in: IBM Italy Technical Report No. G513-3584 (September 1981): pp. 1-45.

Abstract

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Simultaneous equations; econometric model; Klein-I; estimation methods; 2SLS; 3SLS; FIML; LIVE; IIV; FIVE
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation

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