Estimation and testing when explanatory variables are endogenous. An application to a demand system

DOI10.1016/0304-4076(91)90071-KzbMath0725.62103OpenAlexW1599986204MaRDI QIDQ2277741

Clifford L. F. Attfield

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90071-k

zbMATH Keywords

linear equationslinear restrictionsexplanatory variableserrors-in- variables modelsystem of demand equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

The structure of US food demand ⋮ On estimation and testing when explanatory variables are partly endogenous

Uses Software

• GAUSS

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• The commutation matrix: Some properties and applications
• Errors-in-variables in demand systems
• Errors in variables in simultaneous equation models
• A Note on Least Squares Bias in Household Expenditure Analysis
• Errors in variables: consistent adjusted least squares (cals) estimation
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• The Elimination Matrix: Some Lemmas and Applications
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Estimation and testing when explanatory variables are endogenous. An application to a demand system