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An econometric world trade model with endogenous inventories

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Distributional tests in multivariate dynamic models with normal and student t innovations

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Distributional tests in multivariate dynamic models with normal and student t innovations

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Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - 2009

We develop methods for testing the hypothesis that an econometric model is underidentified and inferring the nature of the failed identification. By adopting a generalizedmethod of moments perspective, we feature directly the structural relations and we allow for nonlinearity in the econometric...

Persistent link: https://www.econbiz.de/10003878619

Empirische Analysen von Finanzmarktdaten : Projekt zur empirischen Wirtschaftsforschung Sommersemester 2001

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Normality tests for latent variables

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Underidentification?

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