OPTIONS CRT NODATE;
NAME KLEINLML 'LIML estimates of Klein Model I' ;
?
?  Nearly correct published results for LIML can be found in:
?  - Greene, William, "Econometric Analysis", 2nd ed., 1993, p.615
?    These appear to be correct, except for the intercept in the
?    consumption equation.  The problem can be traced to p.607,
?    where there appears to be a typographical error.  The coefficient
?    on C there is given as 17.477, when it should be 17.1477 .
?  TSP reproduces the above coefficient results with the commands below.
?  The standard errors do not agree as closely, for reasons unknown (they
?  do not appear to be uniformly higher or lower).
?
LOAD ;
SMPL 1 22 ;
W = W1+W2 ;
TX = YT-Y ;
P = CX+I+G-TX-W ;
E = Y+TX-W2 ;
TM = YEAR-1931 ;
SMPL 1 21 ;
K = K1(+1);
SMPL 2 22 ;
LIST IVS C P(-1) K(-1) E(-1) TM W2 G TX ;
?
?   LIML Estimates
?
LIML(INST=IVS) CX C W P P(-1);
LIML(INST=IVS)  I C P P(-1) K(-1);
LIML(INST=IVS) W1 C E E(-1) TM;
END ;
NOPRINT;
SMPL 1 22 ;
LOAD YEAR CX I G YT K1 P W1 W2 Y ;
1920 39.8  2.7  4.6 47.1 180.1 12.7 28.8 2.2 43.7
1921 41.9  -.2  6.6 48.3 182.8 12.4 25.5 2.7 40.6
1922 45.0  1.9  6.1 53.0 182.6 16.9 29.3 2.9 49.1
1923 49.2  5.2  5.7 60.1 184.5 18.4 34.1 2.9 55.4
1924 50.6  3.0  6.6 60.2 189.7 19.4 33.9 3.1 56.4
1925 52.6  5.1  6.5 64.2 192.7 20.1 35.4 3.2 58.7
1926 55.1  5.6  6.6 67.3 197.8 19.6 37.4 3.3 60.3
1927 56.2  4.2  7.6 68.0 203.4 19.8 37.9 3.6 61.3
1928 57.3  3.0  7.9 68.2 207.6 21.1 39.2 3.7 64.0
1929 57.8  5.1  8.1 71.0 210.6 21.7 41.3 4.0 67.0
1930 55.0  1.0  9.4 65.4 215.7 15.6 37.9 4.2 57.7
1931 50.9 -3.4 10.7 58.2 216.7 11.4 34.5 4.8 50.7
1932 45.6 -6.2 10.2 49.6 213.3  7.0 29.0 5.3 41.3
1933 46.5 -5.1  9.3 50.7 207.1 11.2 28.5 5.6 45.3
1934 48.7 -3.0 10.0 55.7 202.0 12.3 30.6 6.0 48.9
1935 51.3 -1.3 10.5 60.5 199.0 14.0 33.2 6.1 53.3
1936 57.7  2.1 10.3 70.1 197.7 17.6 36.8 7.4 61.8
1937 58.7  2.0 11.0 71.7 199.8 17.3 41.0 6.7 65.0
1938 57.5 -1.9 13.0 68.6 201.8 15.3 38.2 7.7 61.2
1939 61.6  1.3 14.4 77.3 199.9 19.0 41.6 7.8 68.4
1940 65.0  3.3 15.4 83.7 201.2 21.1 45.0 8.0 74.1
1941 69.7  4.9 22.3 96.9 204.5 23.5 53.3 8.5 85.3
; END ;