ALTERNATIVE SIGNIFICANCE TESTS FOR 2SLS ESTIMATED PARAMETERS: SOME MONTE CARLO EVIDENCE

DOI10.1111/J.1467-999X.1973.TB00209.XzbMath0277.62079MaRDI QIDQ4403625

R. Jeffery Green

Publication date: 1973

Published in: Metroeconomica (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (1)

Some consequences of model misspecification for \(t\) testing in a structural equation

Cites Work

• Efficient Estimation of Distributed Lags with Autocorrelated Errors

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