Fully restricted linear regression: A pedagogical note

This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from classical econometric textbooks, to provide an insightful, straightforward, and nevertheless rigorous exposition of this topic.

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Year of publication:	2002
Authors:	Haupt, Harry ; Oberhofer, Walter
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2002, 1, p. 1-7
Publisher:	AccessEcon
Keywords:	Restricted least squares Adding-up Singularity Wald-Test SUR

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Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008556185