The SYSLIN Procedure
- Overview
-
Getting Started
An Example Model Variables in a System of Equations Using PROC SYSLIN OLS Estimation Two-Stage Least Squares Estimation LIML, K-Class, and MELO Estimation SUR, 3SLS, and FIML Estimation Computing Reduced Form Estimates Restricting Parameter Estimates Testing Parameters Saving Residuals and Predicted Values Plotting Residuals -
Syntax
-
Details
-
Examples
- References
References
Basmann, R.L. (1960), "On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics," Journal of the American Statistical Association, 55, 650–659.
Fuller, W.A. (1977), "Some Properties of a Modification of the Limited Information Estimator," Econometrica, 45, 939–952.
Hausman, J.A. (1975), "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, 43, 727–738.
Johnston, J. (1984), Econometric Methods, Third Edition, New York: McGraw-Hill.
Judge, George G., W. E. Griffiths, R. Carter Hill, Helmut Lutkepohl, and Tsoung-Chao Lee (1985), The Theory and Practice of Econometrics, Second Edition, New York: John Wiley & Sons.
Maddala, G.S. (1977), Econometrics, New York: McGraw-Hill.
Park, S.B. (1982), "Some Sampling Properties of Minimum Expected Loss (MELO) Estimators of Structural Coefficients," Journal of the Econometrics, 18, 295–311.
Pindyck, R.S. and Rubinfeld, D.L. (1981), Econometric Models and Economic Forecasts, Second Edition, New York: McGraw-Hill.
Pringle, R.M. and Rayner, A.A. (1971), Generalized Inverse Matrices with Applications to Statistics, New York: Hafner Publishing Company.
Rao, P. (1974), "Specification Bias in Seemingly Unrelated Regressions," in Essays in Honor of Tinbergen, Volume 2, New York: International Arts and Sciences Press.
Savin, N.E. and White, K.J. (1978), "Testing for Autocorrelation with Missing Observations," Econometrics, 46, 59–66.
Theil, H. (1971), Principles of Econometrics, New York: John Wiley & Sons.
Zellner, A. (1962), "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association, 57, 348–368.
Zellner, A. (1978), "Estimation of Functions of Population Means and Regression Coefficients: A Minimum Expected Loss (MELO) Approach," Journal of the Econometrics, 8, 127–158.
Zellner, A. and Park, S. (1979), "Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models," Journal of the American Statistical Association, 74, 185–193.