SPECIFICATION TESTS IN ECONOMETRICS

[1] ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01): : 46 - 63

[2] A GENERALIZED CLASSICAL METHOD OF LINEAR-ESTIMATION OF COEFFICIENTS IN A STRUCTURAL EQUATION [J]. ECONOMETRICA, 1957, 25 (01) : 77 - 83

[3] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS BY INSTRUMENTAL VARIABLES [J]. 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]. 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]. ECONOMETRICA, 1975, 43 (04) : 727 - 738

[1] ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01): : 46 - 63

[2] A GENERALIZED CLASSICAL METHOD OF LINEAR-ESTIMATION OF COEFFICIENTS IN A STRUCTURAL EQUATION [J]. ECONOMETRICA, 1957, 25 (01) : 77 - 83

[3] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS BY INSTRUMENTAL VARIABLES [J]. 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]. 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]. ECONOMETRICA, 1975, 43 (04) : 727 - 738