General linear hypotheses in a two-stage least squares estimation model

DOI10.1016/0165-1765(91)90032-GzbMATH Open0742.62102OpenAlexW1999733642MaRDI QIDQ1189334FDOQ1189334

Authors: Yu-Sheng Hsu 

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90032-g

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zbMATH Keywords

Monte Carlo studybootstrap method\(F\)-test\(t\)-testgeneral linear hypothesistwo stage least squares model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates

Cited In (1)

• TWO-stage accurate estimation in the general linear model

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