A Limited Information Specification Test

DOI10.2307/1912519zbMATH Open0505.62095OpenAlexW1969273795MaRDI QIDQ4742210FDOQ4742210

Authors: D. E. Spencer, Kenneth N. Berk 

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912519

zbMATH Keywords

system of simultaneous equationslimited information techniquestesting specification of single equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (4)

• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• A remark on a generalized specification test
• Generalized method of moments specification testing
• A general approach to Lagrange multiplier model diagnostics

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