Underidentification test (Kleibergen-Paap rk LM statistic): 13.808 Weak identification test (Cragg-Donald Wald F statistic): 200.385 Hansen J statistic (overidentification test of all instruments): 0.000 3P ...
CC-LM :IS-LM Bernanke and Blinder,1988 IS-LM,( 、)、() CC-LM (CC commodity & credit ) ) 1、 ...
IS-LM. 2、L=0.3Y+100-15r,M=1000。. LM. 3、C=100+0.7 (Y-T), I=900-25r. G=100. T=100, L=0.2Y+100-50r, M=500.Yr. (1)。. (2)、、。. (3)nx=20-0.05y ...
Underidentification test,,LM26.822,p=0.000,0.05,""。 Weak identification test ,Wald-F30.303,KP Wald-F42.063,,"",。