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Two-stage least squares and indirect least squares algorithms for simultaneous equations models

✍ Scribed by Jose J. López-Espín; Antonio M. Vidal; Domingo Giménez


Book ID
113511707
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
248 KB
Volume
236
Category
Article
ISSN
0377-0427

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Two-Stage Least Squares Analysis of Hier
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## BUninlUly This paper hes two major objectives. The first is to present a two-stage leaat square8 prooedure for estimation of the parameters in a linear model whose parameters are in themselves linear functions of some hyperparemeters. The eecond, and perhaps more important point, is that the ne