5.8 For the three equation simultaneous equation system given in (5.3.3), the density of the structural coefficient
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5.8 For the three equation simultaneous equation system given in (5.3.3), the density of the structural coefficient estimator of β13 is given in (5.3.8). Discuss the moments of . What is the “standard error”? [Hint: See Section 6.2.1.]
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