Generalized method of moments specification testing
- 1 September 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 29 (3) , 229-256
- https://doi.org/10.1016/0304-4076(85)90154-x
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- A Remark on Hausman's Specification TestEconometrica, 1982
- Instrumental Variables Regression with Independent ObservationsEconometrica, 1982
- A Limited Information Specification TestEconometrica, 1981
- Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimationJournal of Econometrics, 1979
- Specification Tests in EconometricsEconometrica, 1978
- Indeterminacy of the Chow Test when the Number of Observations Is InsufficientEconometrica, 1978
- Regression Analysis when the Dependent Variable Is Truncated NormalEconometrica, 1973
- The Estimation of Economic Relationships using Instrumental VariablesEconometrica, 1958
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic EquationsThe Annals of Mathematical Statistics, 1950