A test of the independence of subsets of instrumental variables and regressors

DOI10.1016/0165-1765(86)90198-9zbMath1328.62630OpenAlexW2061838145WikidataQ126422906 ScholiaQ126422906MaRDI QIDQ899847

Mark S. McNulty

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90198-9

Mathematics Subject Classification ID

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

Cites Work

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• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
• On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics

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