Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions
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Publication:3659000
DOI10.2307/1911993zbMath0513.62117MaRDI QIDQ3659000
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911993
asymptotic power; simultaneous equations models; overidentifying restrictions; generalized Wald statistic; nonlinear implicit constraints; reduced-form estimator
62P20: Applications of statistics to economics
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