Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Alternative estimates of the KleinI model. Published in: IBM Italy Technical Report No. G5133584 (September 1981): pp. 145.
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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 KleinI 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 

Original Title:  Alternative estimates of the KleinI model 
Language:  English 
Keywords:  Simultaneous equations; econometric model; KleinI; estimation methods; 2SLS; 3SLS; FIML; LIVE; IIV; FIVE 
Subjects:  C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C51  Model Construction and Estimation 
Item ID:  23746 
Depositing User:  Giorgio Calzolari 
Date Deposited:  10 Jul 2010 08:49 
Last Modified:  08 Feb 2016 07:59 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/23746 
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Alternative estimates of the KleinI model. (deposited 17 Jun 2010 04:37)
 Alternative estimates of the KleinI model. (deposited 10 Jul 2010 08:49) [Currently Displayed]