Asymptotic robustness of tests of overidentification and predeterminedness
type: Item
instance of: scholarly article
title: Asymptotic robustness of tests of overidentification and predeterminedness
zbMATH Open document ID: 0815.62032
DOI: 10.1016/0304-4076(94)90029-9
author: T. W. Anderson
author: Naoto Kunitomo
published in: Journal of Econometrics
publication date: 1994-06-29T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 597852
zbMATH Keywords: overidentification
zbMATH Keywords: predeterminedness
zbMATH Keywords: simultaneous equations
zbMATH Keywords: characteristic roots
zbMATH Keywords: chi-square distributions
zbMATH Keywords: local alternative hypotheses
zbMATH Keywords: martingale central limit theorem
zbMATH Keywords: martingale convergence theorem
zbMATH Keywords: disturbance distributions
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)90029-9
OpenAlex ID: W2035688666
cites work: Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
cites work: Q5631966
cites work: Q3796553
cites work: Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
cites work: Tests of overidentification and predeterminedness in simultaneous equation models
cites work: Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
cites work: The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
cites work: On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
cites work: Testing Structural Specification Using the Unrestricted Reduced Form
cites work: A general approach to Lagrange multiplier model diagnostics
cites work: Exogeneity
cites work: Specification Tests in Econometrics
cites work: Test of Independence between a Subset of Stochastic Regressors and Disturbances
cites work: A Comparison of Tests of Overidentifying Restrictions
cites work: The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors
cites work: Q5822357
cites work: Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
cites work: On the Statistical Treatment of Linear Stochastic Difference Equations
cites work: Generalized method of moments specification testing
cites work: A unified approach to estimation and orthogonality tests in linear single-equation econometric models
cites work: Asymptotic Relative Efficiency Analysis of Certain Test of Independence in Structural Systems
cites work: An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems
cites work: Posterior Odds for the Hypothesis of Independence between Stochastic Regressors and Disturbances
cites work: Models with Several Regimes and Changes in Exogeneity
cites work: A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
cites work: Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
cites work: Q5626055
cites work: Constrained Indirect Least Squares Estimators
cites work: Alternative Tests of Independence between Stochastic Regressors and Disturbances
cites work: Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
description: scientific article; zbMATH DE number 597852