SPECIFICATION TESTS IN ECONOMETRICS

被引：9636
作者：
HAUSMAN, JA
机构：
来源：
ECONOMETRICA | 1978年 / 46卷 / 06期
关键词：
D O I：
10.2307/1913827
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1251 / 1271
页数：21
相关论文
共 25 条
[1]   ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[2]   A GENERALIZED CLASSICAL METHOD OF LINEAR-ESTIMATION OF COEFFICIENTS IN A STRUCTURAL EQUATION [J].
BASMANN, RL .
ECONOMETRICA, 1957, 25 (01) :77-83
[3]   EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS BY INSTRUMENTAL VARIABLES [J].
BRUNDY, JM ;
JORGENSO.DW .
REVIEW OF ECONOMICS AND STATISTICS, 1971, 53 (03) :207-224
[4]  
Byron R. P., 1972, INT ECON REV, V13, P745, DOI [10.2307/2525854, DOI 10.2307/2525854]
[5]   TESTING STRUCTURAL SPECIFICATION USING UNRESTRICTED REDUCED FORM [J].
BYRON, RP .
ECONOMETRICA, 1974, 42 (05) :869-883
[6]  
Cox D.R., 1974, THEORETICAL STAT
[7]  
DHRYMES PJ, 1971, AUST J STAT, V13, P168
[8]  
FISHER RA, 1925, CAMBRIDGE PHILOSOPHI, V22, P700
[9]  
GORDON RH, 1976, THESIS MASSACHUSETTS
[10]   INSTRUMENTAL VARIABLE APPROACH TO FULL INFORMATION ESTIMATORS FOR LINEAR AND CERTAIN NONLINEAR ECONOMETRIC MODELS [J].
HAUSMAN, JA .
ECONOMETRICA, 1975, 43 (04) :727-738
123