A reinterpretation of the tests of overidentifying restrictions

DOI10.1016/0304-4076(95)01728-3zbMath0878.62102OpenAlexW2044488684MaRDI QIDQ1126482

Spyridon D. Symeonides, Michael A. Magdalinos

Publication date: 5 January 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01728-3

zbMATH Keywords

Monte Carlosimultaneous equation systemCornish-Fisher correctionsEdgeworth approximationsorthogonality restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

Cites Work

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• Almost Unbiased Estimator in Simultaneous Equations Systems
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Linear Statistical Inference and its Applications
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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