Pages that link to "Item:Q749147"

The following pages link to A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147):

Displaying 7 items.

• The classical principles of testing using instrumental variables estimates (Q908645) (← links)
• Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
• Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
• On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
• A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
• COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)