Specification tests in simultaneous equations systems (Q1341189)
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scientific article; zbMATH DE number 706571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests in simultaneous equations systems |
scientific article; zbMATH DE number 706571 |
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Specification tests in simultaneous equations systems (English)
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2 January 1995
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identification tests
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conformity
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simultaneous equations
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general linear structural econometric model
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GLSEM
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new derivation of 2SLS and 3SLS estimators
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restricted least squares
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restricted generalized least squares
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specification tests
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Lagrange multiplier tests
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prior restrictions
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Monte Carlo study
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Hausman test
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