Pages that link to "Item:Q3275351"

The following pages link to On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics (Q3275351):

Displaying 21 items.

• On the statistical identification of DSGE models (Q302169) (← links)
• A user-knowledge-based variable selection method for limited information maximum likelihood using principal components (Q673734) (← links)
• An alternative two stage least squares \((2SLS)\) estimator for latent variable equations (Q676532) (← links)
• A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
• DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle (Q985458) (← links)
• A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
• Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
• Fertility, growth, and flat-rate taxation for education subsidies (Q1275124) (← links)
• Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
• Specification tests in simultaneous equations systems (Q1341189) (← links)
• A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
• On testing hypotheses in simultaneous equation models (Q1843139) (← links)
• A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
• The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation (Q2398602) (← links)
• Missing data, imputation, and endogeneity (Q2398607) (← links)
• Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier (Q2398609) (← links)
• Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models (Q2547431) (← links)
• On-the-job human capital investment and intertemporal substitution: new evidence on intertemporal substitution elasticity (Q2654403) (← links)
• Testing hypotheses and the construction of confidence intervals for the parameters of stochastic linear difference equations in small samples (Q5634758) (← links)
• On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference (Q6163271) (← links)
• Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)