COMPUTATIONAL ACCURACY AND ESTIMATION OF SIMULTANEOUS ECONOMETRICS MODELS.
The article features the authors' review of their experiences in computing estimates of coefficients appearing in Klein's Model I, a model which has been used as an illustrative example in many works. It discusses the efforts to check out a two- and three-stage least squares Fortran program for the...
| Publicado en: | Econometrica Vol. 34; no. 3; pp. 727 - 730 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
Jul66
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=hlh&AN=6859589&site=ehost-live header: @attributes: shortDbName: hlh uiTerm: 6859589 longDbName: Humanities International Complete uiTag: AN controlInfo: bkinfo: jinfo: jid: 00129682 ECN jtl: Econometrica issn: 00129682 maglogo: Y pubinfo: dt: Jul66 vid: 34 iid: 3 pid: 480 pub: Wiley-Blackwell artinfo: ui: 6859589 10.2307/1909782 ppf: 727 ppct: 3 formats: tig: atl: COMPUTATIONAL ACCURACY AND ESTIMATION OF SIMULTANEOUS ECONOMETRICS MODELS. aug: au: Zellner, A. Thornber, H. affil: University of Wisconsin University of Chicago su: Estimation theory Econometric models Computer software Computer programming Mathematical statistics Probability theory Least squares Econometrics Mathematical models Economic models Economic statistics sug: subj: Estimation theory Econometric models Computer software Computer programming Mathematical statistics Probability theory Least squares Econometrics Mathematical models Economic models Economic statistics ab: The article features the authors' review of their experiences in computing estimates of coefficients appearing in Klein's Model I, a model which has been used as an illustrative example in many works. It discusses the efforts to check out a two- and three-stage least squares Fortran program for the CDC 1604 computer of the University of Wisconsin. The estimates produced by the program were numerically accurate compared to those published by Rothenberg and Leenders. A new set of coefficient estimates were obtained by running the same computer program on the University of Chicago's IBM 7094. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: Y dt: @attributes: year: 1966 holdings: @attributes: islocal: N |
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