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The asymptotic validity of the F-test in a two-stage least squares model (Q806881)

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scientific article; zbMATH DE number 4205694
Language Label Description Also known as
English
The asymptotic validity of the F-test in a two-stage least squares model
scientific article; zbMATH DE number 4205694

    Statements

    title
    The asymptotic validity of the F-test in a two-stage least squares model (English)
    0 references
    author
    Yu-Sheng Hsu
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    publication date
    1990
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    zbMATH Keywords
    asymptotic validity
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    instrumental variables
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    F-test
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    general linear hypothesis
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    two-stage least squares method
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    Identifiers

    DOI
    10.1007/BF02015342
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    Mathematics Subject Classification ID
    62P20
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    62H15
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    62E20
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    zbMATH DE Number
    4205694
    0 references
     
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