A recursive three-stage least squares method for large-scale systems of simultaneous equations
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DOI: 10.1016/j.laa.2017.08.019
Abstract: A new numerical method is proposed that uses the QR decomposition (and its variants) to derive recursively the three-stage least squares (3SLS) estimator of large-scale simultaneous equations models (SEM). The 3SLS estimator is obtained sequentially,… read more here.
Keywords: large scale; stage least; three stage; least squares ... See more keywords