A note on finite sample analysis of misspecification in simultaneous equation models

DOI10.1016/0165-1765(82)90163-XzbMATH Open1273.62271OpenAlexW2075732276MaRDI QIDQ373774FDOQ373774

Authors: John Knight 

Publication date: 25 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90163-x

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Finite Sample Analysis of Misspecification in Simultaneous Equation Models
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

Cited In (2)

• Some consequences of model misspecification for \(t\) testing in a structural equation
• The moments of OLS and 2SLS when the disturbances are non-normal

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