On adding over-identifying instrumental variables to simultaneous equations

DOI10.1016/J.ECONLET.2011.01.009zbMATH Open1211.62107OpenAlexW1996506003MaRDI QIDQ533939FDOQ533939

Authors: David F. Hendry 

Publication date: 10 May 2011

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.01.009

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zbMATH Keywords

model selectioninstrumental variablesMonte Carlo simulation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Evaluating automatic model selection
• Automatic selection of indicators in a fully saturated regression

Cited In (3)

• Misspecification testing: non-invariance of expectations models of inflation
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions

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