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三阶段最小二乘法
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三阶段最小二乘法
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三阶段最小二乘法
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three-stage least squares method
三阶段最小二乘法
先用两阶段最小二乘法估计每一个结构方程,然后用广义最小二乘法估计模型。联立方程模型的一种完全信息估计方法。简称3SLS方法。
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