Specification tests in simultaneous equations systems

DOI10.1016/0304-4076(94)90057-4zbMath0808.62102MaRDI QIDQ1341189

Phoebus J. Dhrymes

Publication date: 2 January 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90057-4

zbMATH Keywords

Monte Carlo study; specification tests; simultaneous equations; conformity; Lagrange multiplier tests; Hausman test; restricted least squares; general linear structural econometric model; GLSEM; identification tests; new derivation of 2SLS and 3SLS estimators; prior restrictions; restricted generalized least squares

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62J99: Linear inference, regression

Related Items

Editorial introduction, Identification and Kullback information in the GLSEM

Cites Work

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