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A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Pesaran, M. Hashem - 1990
Persistent link: https://www.econbiz.de/10001274643
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Estimation in a class of simultaneous equation limited dependent variable models
Blundell, Richard W. - In: The review of economic studies 56 (1989) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10001070983
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Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J. - In: Econometric theory 10 (1994) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10001163338
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A generalized R 2 criterion for regression models estimated by the instrumental variables method
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 3, pp. 705-710
Persistent link: https://www.econbiz.de/10001252924
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Alternative semi-parametric likelihood approaches to generalised method of moments estimation
Smith, Richard J. - In: The economic journal : the journal of the Royal … 107 (1997) 441, pp. 503-519
Persistent link: https://www.econbiz.de/10001216935
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Coherency and estimation in simultaneous models with censored or qualitative dependent variables
Blundell, Richard W. - In: Journal of econometrics 64 (1994) 1, pp. 356-373
Persistent link: https://www.econbiz.de/10001166421
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Likelihood ratio specification tests
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10001221201
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Testing for exogeneity in limited dependent variable models using a simplified likelihood ratio statistic
Smith, Richard J. - In: Journal of applied econometrics 2 (1987) 3, pp. 237-245
Persistent link: https://www.econbiz.de/10001078462
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On the use of distributional mis-specification checks in limited dependent variable models
Smith, Richard J. - In: The economic journal : the journal of the Royal … 99 (1989) 395, pp. 178-192
Persistent link: https://www.econbiz.de/10001078886