Cover Image

Testing Identifiability and Specification in Instrumental Variable Models

The paper develops and explores tests, based on standard moment specifications, for the identifiability of parameters apparently estimable by instrumental variables. An asymptotic expansion under standard restrictive assumptions on the error distribution suggests a correction to the asymptotic distribution. A small sampling experiment indicates that the tests are of use.
Year of publication:
1993
Authors: Cragg, John G. ; Donald, Stephen G.
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 9.1993, 02, p. 222-240
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Check Google Scholar |
In German libraries (KVK)
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005250151
Similar items by person