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Theory and Method

Testing Overidentifying Restrictions When the Disturbances are Small

Pages 182-185 | Published online: 05 Apr 2012

References

  • Anderson , T. W. and Rubin , H. 1949 . “Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations,” . Annals of Mathematical Statistics , 20 : 46 – 63 .
  • Anderson , T. W. and Rubin , H. 1950 . “The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations,” . Annals of Mathematical Statistics , 21 : 570 – 82 .
  • Basmann , R. L. 1959 . “An Experimental Investigation of Some Approximate Finite Sample Tests of Linear Restrictions on Matrices of Regression Coefficients,” (Unpublished mimeo)
  • Basmann , R. L. 1960 . “On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics,” . Journal of the American Statistical Association , 55 : 650 – 9 .
  • Basmann , R. L. 1966 . “On the Application of the Identifiability Test Statistic in Predictive Testing of Explanatory Economic Models,” . Econometric Annual of the Indian Economic Journal , : 234 – 52 . Part II
  • Kadane , J. B. 1966 . “Comparison of Estimators in Simultaneous Equation Econometric Models when the Residuals are Small,” , Stanford University . Unpublished dissertation, (to appear in Econometrica).
  • Richardson , D. H. 1968 . “On the Distribution of the Identifiability Test Statistic,” . In Papers in Quantitative Economics , Edited by: Quirk , J. P. and Zarley , A. M. 203 – 16 . Lawrence : The University Press of Kansas .

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