scientific article; zbMATH DE number 4039095

MaRDI QIDQ3777294zbMATH OpenFDO

Authors Halûk Erlat

Publication date 1986

zbMATH Keywords

testing diagonality of the disturbance covariance matrixtesting weak exogeneity of the endogeneous explanatory variablestriangular simultaneous equation systemsunderidentified models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• A discontinuity test for identification in triangular nonseparable models
• Testing exogeneity in overidentified models
• Exogeneity tests in a truncated structural equation
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Testing for exogeneity in threshold models
• Nonparametric estimation of triangular simultaneous equations models under weak identification
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Testing weak exogeneity in multiplicative error models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3777294)