A characterization of invariant tests for identification in linear structural equations

DOI10.1016/j.econlet.2007.04.028zbMath1255.62131OpenAlexW2004280757MaRDI QIDQ1934684

Giovanni Forchini

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://epubs.surrey.ac.uk/430833/1/GF_Identif_tests_max_inv_v2.pdf

zbMATH Keywords

invariant testsmaximal invariants

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
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• Testing Structural Specification Using the Unrestricted Reduced Form
• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
• Specification Tests in Econometrics
• Instrumental Variables Regression with Weak Instruments
• TESTS OF RANK
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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