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The Econometric Approach
Models and Econometric Models
The Basic Linear Regression Model
16 other sections not shown
2SLS 2SLS estimator Amsterdam analysis approach assumed assumption asymptotic capital Chapter Cobb-Douglas coefficients column vector comparative statics constant consumption function cost curve covariance matrix defined demand curve demand equations demand functions dependent variable determine diagonal discussed distributed lag dummy variable econometric model Econometrica Economic Review Engel curve equilibrium error example exogenous explanatory variables Figure forecast given identified included income elasticities inputs instrumental variables interest rate Intriligator investment Klein labor least-squares estimator likelihood function linear regression macroeconometric models maximum likelihood measured multicollinearity multiplier national income normal distribution North-Holland Publishing obtained OLS estimator output parameters policy evaluation policy variables predetermined variables problem production function prototype macro model random variables ratio reduced form reduced-form equations residuals returns to scale sample Section serial correlation simulation simultaneous-equations specific Statistics stochastic disturbance terms structural equations sum of squares summarized technique Theil tion unbiased values variance wages zero