Pages that link to "Item:Q583808"

The following pages link to Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (Q583808):

Displaying 9 items.

• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← 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)
• Specification tests in simultaneous equations systems (Q1341189) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
• On tests of independence between stochastic regressors and disturbances (Q3028105) (← links)
• Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436) (← links)