Limited information estimation and testing subject to linear constraints

DOI10.1016/0378-3758(95)00055-0zbMath0876.62108OpenAlexW2002777518MaRDI QIDQ1918159

Kosuke Oya, Kimio Morimune

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00055-0

zbMATH Keywords

Wald teststructural equation modelLagrange multiplier testHausman testgeneral linear constraintsLIML estimator2SLS estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

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• Simultaneous equations with covariance restrictions
• Misspecification tests and their uses in econometrics
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• A Remark on Hausman's Specification Test
• Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• Some Properties of a Modification of the Limited Information Estimator
• Specification Tests in Econometrics