The asymptotic validity of the F-test in a two-stage least squares model

DOI10.1007/BF02015342zbMath0729.62105MaRDI QIDQ806881

Yu-Sheng Hsu

Publication date: 1990

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

F-testinstrumental variablesgeneral linear hypothesisasymptotic validitytwo-stage least squares method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates
• The limiting distribution of least squares in an errors-in-variables regression model
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