scientific article; zbMATH DE number 536903

MaRDI QIDQ4285929zbMATH OpenFDO

Authors Halûk Erlat

Publication date 22 March 1994

zbMATH Keywords

2SLS-estimationsimultaneous equationssums of squared residualstests of overidentifying exclusion restrictionstwo-stage least squares

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Recommendations

• A cautionary note on tests of overidentifying restrictions
• A reinterpretation of the tests of overidentifying restrictions
• Testing overidentifying restrictions with a restricted parameter space
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
• Testing overidentifying restrictions with inefficient estimators

Cited in

(4)

• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
• The Local Power of the Tests of Overidentifying Restrictions
• A cautionary note on tests of overidentifying restrictions
• Testing overidentifying restrictions with inefficient estimators

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