Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model

DOI10.1016/0304-4076(89)90055-9zbMath0692.62090OpenAlexW2088242945MaRDI QIDQ583808

Darrell A. Turkington

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90055-9

zbMATH Keywords

information matrixscore vectorCrámer-Rao lower boundLagrange multiplier test statisticlinear simultaneous equations modeltesting for uncorrelated disturbancesWald test statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances

Cites Work

• Methods of Estimation for Multi-Market Disequilibrium Models
• Conditional Demand Functions and Consumption Theory

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