On statistical properties of a test for model structure selection using the extended instrumental variable approach (Q4291144)
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scientific article; zbMATH DE number 563521
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| English | On statistical properties of a test for model structure selection using the extended instrumental variable approach |
scientific article; zbMATH DE number 563521 |
Statements
On statistical properties of a test for model structure selection using the extended instrumental variable approach (English)
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10 May 1994
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structural estimation
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white noise
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Monte Carlo simulations
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0.7552869915962219
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0.7522213459014893
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0.7468357086181641
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0.7467755675315857
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0.7454625368118286
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