Pages that link to "Item:Q375034"

The following pages link to Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034):

Displaying 9 items.

• Detecting and testing causality in linear econometric models (Q145819) (← links)
• The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (Q397926) (← links)
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
• A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
• Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
• Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)