A Limited Information Specification Test

DOI10.2307/1912519MaRDI QIDQ4742210zbMATH OpenOpenAlexFDO

Authors D. E. Spencer, Kenneth N. Berk

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912519

zbMATH Keywords

limited information techniquessystem of simultaneous equationstesting specification of single equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(4)

• Generalized method of moments specification testing
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• A remark on a generalized specification test
• A general approach to Lagrange multiplier model diagnostics

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