我是計量白癡 - 經濟

By Dinah
at 2011-05-30T03:03
at 2011-05-30T03:03
Table of Contents
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
--
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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經濟
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