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METODA KUADRAT TERKECIL PADA SISTEM PERSAMAAN SIMULTAN

Nazra, Admi and Ishak, Elfi Rahmi (2010) METODA KUADRAT TERKECIL PADA SISTEM PERSAMAAN SIMULTAN. Working Paper. Fakultas Matematika dan Ilmu Pengetahuan Alam. (Unpublished)

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Abstract

The relation between the structural and the reduced-from parameters in a syistem – of equations model is used to related identification to two- stage and there-stage least squares, this provides a straightforward derivation of the estimators as an attempt to satisfy the relation with least squares estimotors for reduced-from parameters. In this article is also studied the small sample properties of the Ordinary least squares (OLS), Two stge least squares (2SLS) and There Stage least squares (3SLS) estimators by Monte Carlo Apporach.

Item Type: Monograph (Working Paper)
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Unit atau Lembaga: Fakultas MIPA > Matematika
Paca Sarjana > Doktor > Fakultas MIPA > Matematika
Fakultas MIPA > Matematika
Depositing User: SSi Santi Ariningsih
Date Deposited: 01 Jun 2010 04:18
Last Modified: 21 Sep 2011 08:01
URI: http://repository.unand.ac.id/id/eprint/1456

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