Testing exogeneity in overidentified models

DOI10.1007/BF02589031zbMath1446.62303MaRDI QIDQ3598252

Nunzio Cappuccio, Renzo Orsi

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

overidentifying restrictions; incomplete models; exogeneity tests; limited information analysis

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Cites Work

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