A reinterpretation of the tests of overidentifying restrictions
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Publication:1126482
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
Monte Carlosimultaneous equation systemCornish-Fisher correctionsEdgeworth approximationsorthogonality restrictions
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)
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