Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1979
The numerical example which completes the paper by Goldberqer, Nagar and Odeh, on the estimated asymptotic covariance matrix of the reduced form coefficients for the Klein-I model estimated by Two Stage Least Squares (2SLS), has led to some misinterpretations of the properties of the model. In...