A reinterpretation of the tests of overidentifying restrictions

Author:

Magdalinos Michael A,Symeonides Spyridon D

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference21 articles.

1. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1949

2. The numerical values of some key parameters in econometric models;Anderson;Journal of Econometrics,1983

3. On the finite sample distributions of generalized classical linear identifiability test statistics;Basmann;Journal of the American Statistical Association,1960

4. Moments and cumulants in the specification of distributions;Cornish;Revue de l'Institute International de Statistic,1937

5. On the relative small-sample properties of several structural-equation estimators;Cragg;Econometrica,1967

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1. Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach;Journal of Business Cycle Research;2023-06-10

2. Specification Analysis in Equations With Stochastic Regressors;Journal of Business & Economic Statistics;2001-04

3. Preface;The Refinement of Econometric Estimation and Test Procedures

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