On estimation and testing when explanatory variables are partly endogenous

DOI10.1016/0304-4076(94)90093-0zbMath0788.62098MaRDI QIDQ1318980

Shigeru Iwata

Publication date: 9 June 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90093-0

zbMATH Keywords

prior information; explanatory variables; parameter restrictions; unidentified model; instrumental variables estimators; regression errors; restricted GMM estimation; restricted least squares estimator

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

Uses Software

• nlmdl

Cites Work

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