True asymptotic standard errors of Fair's least squares estimator in the context of Tintner's meat model. | [Sindh University Research Journal • 1987]

Author(s):

1. Noor Mustafa Shaikh: Mathematics Department, University of Sind, Jamshoro, Pakistan

2. Asif Ali G. Kazi: Mathematics Department, University of Sind, Jamshoro, Pakistan

Abstract:

Fair's estimator (X2SLS) is discussed in the context of Tintner's model with two endogenous and three exogenous variables (Ex. Vs). A formula for calculating true asymptotic standard errors (TASE'S) of the estimates of structural parameters (a 's) by X2SLS is also derived.

Page(s): 11-22

DOI: DOI not available

Published: Journal: Sindh University Research Journal, Volume: 19, Issue: 1, Year: 1987

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