METODA KUADRAT TERKECIL PADA SISTEM PERSAMAAN SIMULTAN.

METODA KUADRAT TERKECIL PADA SISTEM
PERSAMAAN SIMULTAN

Admi Nazra, Elfi Rahmi Ishak
Nomor Kontrak : 29/LP-UA/SPP-DPP/K/V-2001
ABSTRAK
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.