Catalog Content |
The Method of Generalized Least Squares, application of least squares method to generalized assumptions, Estimation with the generalized least squares method, Properties of GLS Estimators, Heteroscedastic error terms, Detection of Heteroscedasticity, Autocorrelation, Lagged Variables, Simultaneous Equation Models : Structural form, Reduced Form, Two numerical examples, Identification Problem, Rules for identification, identification test, Examples about the identification of simultaneous equation models, Estimation of the simultaneous equation models. |