Consider the following model:
Y1t= A1 + A2Y2t + A3X1t + u1t
Y2t = B1 + B2Y1t + u2t
where the Y's are the endogenous variables, the X's the exogenous, and the u's the stochastic error terms. Based on this model, the following reduced form regressions are obtained
Y1t = 6 + 8X1t
Y2t = 4 + 12X1t
a. Which structural coefficients, if any, can be estimated from these reduced form equations?
b. How will our answer change if it is known a priori that 1. A2 = 0 and 2. A1 = 0?