我是計量白癡 - 經濟

小弟才疏學淺 在此請教各位前輩

model:

y1=alpha1+alpha2*y2+alpha3*y3+alpha4*x1

y2=beta1+beta2*x2

y3=gamma1+gamma2*x3


which one could be solve by 2SLS and how?

are the estimates unbias? consistent?

小弟想法是y1

1: OLS predict haty2 & haty3

2: OLS reg y1 haty2 haty3 x1

unbias and consistent since it's OLS


感謝賜教

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