Tests of overidentification and predeterminedness in simultaneous equation models
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Publication:1203082
DOI10.1016/0304-4076(92)90099-DzbMath0755.62083MaRDI QIDQ1203082
Naoto Kunitomo, T. W. Anderson
Publication date: 4 February 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
normalitysimultaneous equationslikelihood ratio testsWald testsLagrange multiplier testseconometric predeterminednessoveridentification hypothesisoveridentified alternativesunrestricted alternativeszero restrictions
Related Items (6)
Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Specification tests in simultaneous equations systems ⋮ Wald,LM and LR test statistics of linear hypothese in a strutural equation model ⋮ Testing for weak identification in possibly nonlinear models ⋮ A class of statistical estimators related to principal components ⋮ Testing the null of stationarity for multiple time series
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