Specification tests in simultaneous equations systems (Q1341189)

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Specification tests in simultaneous equations systems
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    Specification tests in simultaneous equations systems (English)
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    2 January 1995
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    identification tests
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    conformity
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    simultaneous equations
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    general linear structural econometric model
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    GLSEM
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    new derivation of 2SLS and 3SLS estimators
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    restricted least squares
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    restricted generalized least squares
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    specification tests
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    Lagrange multiplier tests
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    prior restrictions
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    Monte Carlo study
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    Hausman test
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