On estimation and testing when explanatory variables are partly endogenous

DOI10.1016/0304-4076(94)90093-0zbMath0788.62098OpenAlexW2061586253MaRDI QIDQ1318980

Shigeru Iwata

Publication date: 9 June 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90093-0

zbMATH Keywords

prior informationexplanatory variablesparameter restrictionsunidentified modelinstrumental variables estimatorsregression errorsrestricted GMM estimationrestricted least squares estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Uses Software

• nlmdl

Cites Work

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