Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082)

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scientific article; zbMATH DE number 110403
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English
Tests of overidentification and predeterminedness in simultaneous equation models
scientific article; zbMATH DE number 110403

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    Tests of overidentification and predeterminedness in simultaneous equation models (English)
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    4 February 1993
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    likelihood ratio tests
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    Lagrange multiplier tests
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    econometric predeterminedness
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    simultaneous equations
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    zero restrictions
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    Wald tests
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    overidentification hypothesis
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    unrestricted alternatives
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    overidentified alternatives
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    normality
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