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

DOI10.1016/0165-1765(82)90163-XMaRDI QIDQ373774zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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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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