On adding over-identifying instrumental variables to simultaneous equations

DOI10.1016/j.econlet.2011.01.009zbMath1211.62107OpenAlexW1996506003MaRDI QIDQ533939

David F. Hendry

Publication date: 10 May 2011

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.01.009

zbMATH Keywords

model selectionMonte Carlo simulationinstrumental variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (3)

Misspecification Testing: Non-Invariance of Expectations Models of Inflation ⋮ Discriminating between (in)valid external instruments and (in)valid exclusion restrictions ⋮ MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY

Cites Work

• Automatic selection of indicators in a fully saturated regression
• Evaluating Automatic Model Selection
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