Generalization of Indirect Least Squares to Estimation of Structural Equations of a Multi-Equation Linear Econometric Model

This paper generalizes the method of Indirect Least Squares (ILS) and shows that such a generalization, call it the Generalized Indirect Least Squares (GILS), yields Two-Stage Least Squares (2-SLS) under the zero restriction on some structural coefficients characterizing over-identification

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Year of publication:	2004
Authors:	Mishra, Sudhanshu K.
Publisher:	[S.l.] : SSRN

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Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2004 erstellt
Other identifiers:	10.2139/ssrn.535262 [DOI]
Classification:	C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014072083