The asymptotic validity of the F-test in a two-stage least squares model

DOI10.1007/BF02015342MaRDI QIDQ806881zbMATH OpenFDO

Authors Yu-Sheng Hsu

Publication date 1990

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02015342

zbMATH Keywords

asymptotic validityF-testgeneral linear hypothesisinstrumental variablestwo-stage least squares method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3464631 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates
• The limiting distribution of least squares in an errors-in-variables regression model

Cited in

(2)

• General linear hypotheses in a two-stage least squares estimation model
• The Lagrangean multiplier test for a model with two selectivity criteria

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