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A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method

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  • Pesaran, M Hashem
  • Smith, Richard J

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 62 (1994)
Issue (Month): 3 (May)
Pages: 705-10

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Handle: RePEc:ecm:emetrp:v:62:y:1994:i:3:p:705-10

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Cited by:
  1. Nigel Driffield & Vidya Mahambare & Sarmistha Pal, 2004. "Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis?," Finance 0405007, EconWPA.
  2. Alcala, Francisco & Ciccone, Antonio, 2001. "Trade and Productivity," CEPR Discussion Papers 3095, C.E.P.R. Discussion Papers.
  3. Vítor Marques & Isabel Soares & Adelino Fortunato, 2012. "Application of a Structural Model to the Spanish Electricity Wholesale Market," European Research Studies Journal, European Research Studies Journal, vol. 0(Special I), pages 65-108.
  4. Manjón Antolín, Miguel C., 2004. "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Working Papers 2072/1778, Universitat Rovira i Virgili, Department of Economics.
  5. Manjon, M.C., 2004. "Econometric Modelling in Blockholder Systems of Corporate Governance," Discussion Paper 2004-74, Tilburg University, Center for Economic Research.
  6. Nigel Driffield & Sarmistha Pal, 2010. "Evolution of capital structure in east Asia-corporate inertia or endeavours?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(1), pages 1-29.
  7. Kalwij, A.S., 1996. "Estimating the Economic Return to Schooling on the Basis of Panel Data," Discussion Paper 1996-55, Tilburg University, Center for Economic Research.
  8. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  9. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
  10. Ka-Fu Wong & Hai-Jun Wu, 2003. "Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 917-923.

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