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I Single equation estimation procedures Indirect least squares(Is)(恰好识别; 2)Two. - stage least squares(2Ss)(过度识别) 2. System estimation procedures hree-stage least squares(3SIs)(跨方程相关) In 1962, Theil and Zellner first proposed this method 2SLS+GLS= 3SLS (GLS-generalized least squares1. Single equation estimation procedures 1) Indirect least squares (ILS) (恰好识别); 2) Two-stage least squares (2SLS) (过度识别) 2. System estimation procedures Three-stage least squares (3SLS) (跨方程相关) In 1962, Theil and Zellner first proposed this method. 2SLS+GLS= 3SLS ( GLS=generalized least squares )
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