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On statistical properties of a test for model structure selection using the extended instrumental variable approach - MaRDI portal

On statistical properties of a test for model structure selection using the extended instrumental variable approach (Q4291144)

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scientific article; zbMATH DE number 563521
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On statistical properties of a test for model structure selection using the extended instrumental variable approach
scientific article; zbMATH DE number 563521

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    On statistical properties of a test for model structure selection using the extended instrumental variable approach (English)
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    10 May 1994
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    structural estimation
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    white noise
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    Monte Carlo simulations
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