Asymptotic standard errors of point elasticities calculated from simultaneous equation systems |
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Authors: | Giorgio Calzolari |
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Institution: | Centro Scientifico IBM, 56100 Pisa, Italy |
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Abstract: | An expression for the asymptotic covariance matrix of point elasticities, computed from a simultaneous linear equation system with estimated coefficients, is derived in this paper. Numerical examples are provided using the Klein-I model estimated by 2SLS. |
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